You don't connect from sql to QV, you connect from QV to SQL or an RDBMS.
Start QV Desktop, create a new document and open the script editor. In the toolbar at the bottom, you'll find two buttons labeled "Connect" and "Select".
First click "Connect". The wizard will let you create script code to connect to your RDBMS, on condition that you already installed the proper drivers.
Once you configured a connection (the corresponding code will appear at the cursor position in your script editor window), you can click "Select". Using the currently open connection, a new wizard will let you browse the content of your RDBMS (as far as permissions will let you) and create various SQL statements to extract and process data from the relational DB.