@Enrico Parisi I'm trying to make this connection in Cache 2018 following this documentation

%Library.SQLGatewayConnection - Caché & Ensemble 2018.1.4 – 2018.1.11 - including private class members

//Create new Gateway connection object
   set gc=##class(%SQLGatewayConnection).%New()
   If gc=$$$NULLOREF quit $$$ERROR($$$GeneralError,"Cannot create %SQLGatewayConnection.")
     
   //Make connection to target DSN
   s pDSN="DSN"
   s usr="user"
   s pwd="senha"
   set sc=gc.Connect(pDSN,usr,pwd,0)
   If $$$ISERR(sc) quit sc
   if gc.ConnectionHandle="" quit $$$ERROR($$$GeneralError,"Connection failed")

sc="0 "_$lb($lb(6022,"DSN/User Connect",,,,,,,,$lb(,"QAAUTO6",$lb("e^zConnect+15^%Library.SQLGatewayConnection.1^2","d^zConnect+13^%Library.SQLGatewayConnection.1^2","e^zteste+8^s02.util.driver.JODBC.1^1","d^zDebugStub+30^%Debugger.System.1^1","d^^^0"))))/* ERRO #6022: Gateway: falhou DSN/User Connect. */

but does not return a connection
     

@Dimitri Olchanyi Is it possible to create a connection from the DSN to execute queries directly in the third-party database without using CreateLinkedTable?
 

I think the easiest way is by defining the storage