Click 'Shape Data' Ribbon button and then Click 'Connect Lists' on the drop button to open the Connected SharePoint Lists screen.Connect a new SharePoint list by clicking the New button. You can change an existing List Connection by double clicking one in the list.
Also take a look at the Advanced Settings, such as Field Formatting that can be applied on a per SharePoint Column level. Format Returned Merge Field Values
When the Connect New List screen opens, select a list from those provided by your server.The application automatically downloads and stores the View and Formatting information for the List selected from your SharePoint Server