Specifically, I did this part from the tutorial exactly as explained:
psql -h localhost
CREATE DATABASE dku;
CREATE SCHEMA dku_churn;
CREATE USER matthieu WITH PASSWORD 'Password';
GRANT ALL PRIVILEGES ON SCHEMA dku_churn TO matthieu;
CREATE SCHEMA dku_tshirt;
CREATE USER dku_tshirt_admin WITH PASSWORD 'Password';
GRANT ALL PRIVILEGES ON SCHEMA dku_tshirt TO dku_tshirt_admin;
And I verified that the database and users were created, however still an error appears when I try to make the connection (image attached) in Dataiku.
Do I need to modify firewall rules?
I checked and both Ubuntu (WSL2) and VirtualBox use 127.0.0.1, but I'm not sure if I understood right that part.
FATAL: Password authentication failed for user means that DSS was able to reach Postgresql instance so that's not a firewall issue. You will need to check pg_hba.conf on Postgres side to see if you have correct auth used there for local connections.
Please note this is not DSS issue but rather plain Postgres auth one.