Creating a Connection is one of the first Steps during integration of data. While performing Integration with AX or more specifically Dynamics 365 for Finance and Operations create a connection using the following steps.
Right Click on Connection Managers and click on New Connection Manager.
Choose the Dynamics CRM option.
Choose the SOAP 2011 Option for Service Endpoint option.
Choose the Online Federation for Authentication Type option.
In the CRM Discovery Option copy the endpoint address from Settings > Customizations > Developer Resources > Copy Endpoint Address.
Paste this in CRM Discovery Section. Enter the Username and Password of your CRM account.
Choose the required organization from the dropdown.
Click on Test Connection and then OK after successful testing.
Thus we have successfully created a connection with Dynamics CRM and we can now Integrate data using it a source /destination.