This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
If multiple sources mean multiple tables of the same database, then you can do this just by writing the correct SQL query.
If you want to connect multiple databases, you need to use a subreport component for each new database. Please see the following recipe from my book, which demonstrates how to use different subreports (each connected to its own database) in a master report.