I have installed Rational Software Architect(RSA) for data modeling purpose. I'm very new to this area. Can someone help me with the connection establishment between RSA and the database.
You need to use IBM InfoSphere Data Architect (previously known as Rational Data Architect) as an intermediate conversion step if you want to reverse engineer a data model from a database into RSA.
InfoSphere Data Architect will allow you to connect to a database and reverse engineer it into a Physical Data Model (PDM). Once you have the PDM, you should convert it to a Logical Data Model (LDM) then transform to a UML model using the "data / transform" option in InfoSphere Data Architect.
Once you have done that you can load the UML representation of the data model into Rational Software Architect.