Qlik Sense Cloud has some limitations, the following link shows what you can do in Qlik Sense Cloud Personal and other types:
On Personal, you can only create data connections to web files, not being able to connect to a database.
You are using the QlikSense cloud basic and with that, you have options to use web file connector, data file folder( Excel, CSV and text files) and datamarket free package only. If you subscribe to QlikSense cloud business then you can use MS SQL database connection and so on. Please see the attached image. Thanks.