Under “Schema and Coordinates,” select the check box beside the shapefile you want to connect to. Check to see if your shapefile contains a coordinate system. In this example, the coordinate system that the shapefile is in is WGS84. This coordinate system does not need to match your drawing coordinate system, so do not change this value if it is automatically populated.
Next, check to see if your drawing has a coordinate system assigned to it. You will want to make sure this is done before connecting to GIS data. In this example, there is “No Datum, No Projection” assigned, so one needs to be set up.