Performing any analysis requires data, and it must be initially imported in Analytics Canvas. Additionally, awareness of the nature of the data is essential to perform an appropriate analysis.
The New Source menu is used to connect to both internal and external data sources. Analytics Canvas connects to many different data sources, and as you can see here, in the New Source menu, there is a long list of native connections to different kinds of data sources, including, Text files, Excel files, databases, and online data sources.
You can download a free trial of Analytics Canvas to follow along with the video.