To connect to Databricks you can use a generic SQL connection and load the JDBC driver from Databricks.
1) Download the driver: https://databricks.com/spark/odbc-drivers-download
2) Place the jar (SparkJDBC42.jar) in data_dir/lib/jdbc on DSS
3) Create a new SQL connection choose Hive as your dialect driver class is usually com.simba.spark.jdbc.Driver
This will then allow reads from Databricks.
If you want more details around how DSS integrates with Databricks I would you reach out to your Partner Manager directly.