When several connection are established in Database Explorer, you can execute queries or perform another actions with either of them. SQL documents are associated with a connection which you can see or set on the Connection toolbar. The drop-down list in the toolbar shows what connection is associated with the active document or tool window. If a tool window, that does not require a connection, is active, connection of the active document (or tool window in the document area) is displayed.
When creating or opening a SQL document, it is assigned a default connection. If you create SQL document with no connection present in Database Explorer, the document will have no connection and you can not execute SQL or retrieve data. You can change connection for SQL document by selecting required connection in the Document Connection box on the Connection toolbar.