Follow this procedure for connecting to a Oracle database when you do not have an ODBC Datasource defined for it.
To connect to an Oracle database you need to specify:
The connection to your database may be defined in your tnsnames.ora file. If so, you can just TNS Service name of the entry in the tnsnames.ora file. AQT cannot give you a dropdown list of these.
There more info on the tnsnames.ora file at Set up the tnsnames.ora file.