For my custom module I used a Linq to SQL data source. I put this inside my App_Code\<module name> folder. After you do this, make sure you restart your webserver (this hung me up for a good while) then you should be able to see your data source when you are working with your code-behind. Although, this is all assuming you are working with the codebehind. From the sound of your last post (in my head, anyway) it looks like you just want to drop the control on the page and set the data source in the control's Edit > Advanced menu (correct me if I am wrong).
As for columns, you will have to specify the ones you want to display on your list control. For instance, my table's column names are: id, name, type, url, stateid. I only wanted the name, type and stateid so those are the ones I specified. For the datasource itself, I would have all of your table's columns in there (unless you aren't going to be using specific ones at all) so you can always have access to those values inside your code.
Hopefully some of this information helps!