Since we don't have any documentation at this point, just some posts here or in the older host (https://sqlexplorer.dev.java.net/), I'll write some basic info here.

First you have to configure the jdbc driver you want to use:
1 - On the "Drivers" view select the one you want to configure, or create a new one.
2 - Click on the "Extra classpath" to add the jar with the JDBC driver
3 - Click on "list drivers" to refresh the available drivers classes
4 - Click "OK"

Then you need to create a new "Alias" on the Aliases panel:

1- click on "create new alias"
2- write a name for this connection
3- select the driver you want to use (MySQL in this case)
4- write the jdbc url to connect (this varies from driver to driver, for
MMMySql will be something like jdbc:mysql://<hostname>/<dbname>
5- put the user and password (optional)

Then on the connection windows you can open the Alias you have just created.

Hope this helps