I do this all the time... you should be OK re: permissions - I've never had an issue. Just add a data source as usual and drag a different table onto the data connection canvas.
Have you tried it and you're having trouble, or did you just want to know if it's possible?
It might be different for you if you're not using Windows Authentication. In our case, once we're signed in, we're signed in.
if you managed to do so, great! would you mind expanding a bit on operational details?
Yes, we're using Windows Authentication so that makes server sign in a lot easier. But the step I would use are:
1. Connect to Data
2. Select your database type (MS SQL Server in my case)
3. Enter Server and DB name and credentials if needed
4. Find the table you need and drag it to the data connection canvas
For next data source, select Data - New Data Source and repeat above steps, selecting a different DB name and table.
On rare occasions, like when a table is being updated, I have to have data from two different servers at the same time (like a test server for instance). In that case, I use "Add" under Connections. Go through all the same steps listed, but in this case you end up with a list of tables in each database and you can join between databases or if you need to use test data instead of real data you can drag a table from the test DB right on top of the table in the Prod DB.
Sorry screenshots don't show the drag & drop effectively.