I'm struggling with a fairly basic setup. I have downloaded both the R & Python plug-ins in Datagrip... how do I connect these to my Snowflake database in Datagrip?
The R and Python plugins in DataGrip are only simple editor-support extensions to work with Python and R files within the same IDE (instead of opening a separate editor program).
Your DataGrip's configured Connections will not automatically be available in the Python/R code you edit in the same IDE using the plugins. Instead, you'll have to follow language-specific instructions to connect to Snowflake directly in your code.
For Python, an official connection guide is offered at https://docs.snowflake.net/manuals/user-guide/python-connector.html For R, a blog post covers one possible approach with dplyr at https://www.snowflake.com/blog/integrating-the-snowflake-data-warehouse-with-r-via-dplyr/