Having issues completing leading steps to connect data import once data connection has succeeded.

Hello,

I'm attempting to create a data connection via .xlsx file on my computer. I created a space and then made the data pool connection alias.

However, once i select "Connect to Data Source" and successfully connect my data, it does not proceed to make the connection.

Can you please help and or instruct me on the correct method to complete the next steps? (See images below)

Once I selected Esc, the remains equivalent to image one, any help is greatly appreciated.

Thanks!!