With a worksheet active, click on the Data menu.

To connect to a local file, click Data: Connect to File: Yokogawa WDF and select the file. To connect to web data, click Data: Connect to Web and enter the URL. 

In the Data Connector Browser, you can add traces to import or remove traces from the connector, then click OK to connect to the selected ones. Check Import All Traces to Same Worksheet to import selected traces to same worksheet instead of separate worksheets.

Once a connector is added, click the connector icon in the upper-left corner of the book to open a popup menu with various commands.

By default, connector-imported data are NOT saved with the project file. To save a book's data with the project file, click the connector icon in the upper-left corner for that book and uncheck Exclude Imported When Saving. Note that each book has its own Exclude setting.