Connecter Server is offered as a SAAS (software as a service) and you will need to start a subscription in order to use it. You start with 30 days free trial and they switch to one of the four available plans (or a custom one matching your needs). Learn more about the subscriptions here.
As part of the subscription you will get cloud server where your workspace data will be stored. You can also choose to set your own by creating a PostgreSQL database on local network server, remote server or private/public cloud service like Heroku, Microsoft Azure, Amazon AWS or similar.