Goal:
Select a specific database named contoseRetailDW based on the list of different database in Peformance Point Dashboard application.
Problem:
The servername is correct but unfortunately a list of different database don't display.
What am I missing in order to display different database
Background info:
I'm using a the role as administrator that is based on windows authenfication. I'm using SharePoint BI enterprize and Windows Server.
I see that you are trying to create a new Data Source in PerformancePoint.
The selection that you have checked in the screenshot is a "Standard Connection". The intent of this is to use an SSAS Multidementional datasource. From your other screenshots it looks like you are just trying to connect to a database engine i.e. A Tabular Datasource.
In PerformancePoint tabular datasources are only compatible with Filters and Scorecards. This is described in an msdn article titled Planning for PerformancePoint data sources