I would like to take http://services.odata.org/V2/Northwind/Northwind.svc/ as sample service for my ui5 app.
SAP Web IDE provide following option for OData service connection:
Which option do I have to choose to connect with Northwind OData service?
it seems like you didn't set up a Connection in your Cloud Platform Cockpit.
Firstly, go to your Cockpit and choose Connectivty -> Destinations:
Select New Destination and configure it as followed:
Then go back to your WEB IDE to the step in your screenshot and select the service you just added.
After that, the wizard wants the relative URL for the Web Service. Paste /V2/Northwind/Northwind.svc and click on Test. If everything works, you can move on creating your app.
Hope this helps