yes I solved it with MS TAC. Below procedure:
- First you need to guarantee that you have a connection created in Dynamics with your SQL Database:

2. Then you need to create a connection reference, pointing to your Connection that was previously created:

3. Then you need to open the legacy UI (Advanced settings on the right) and open the Administration section and select Virtual Entity Data Source:

4. Afterwards you need to create a new Data Source of the type "Virtual Connector Data Provider":

5. Then customer needs to select your Connection Reference and on the "Dataset Value" field you need to add the encode the name of the "server name + , (comma) + database name".
Example:

Encoded server name:

You can use the following encode website: https://www.urlencoder.io/
Final result:

On the image there is point ".", but there should be the following: bertd%5Cinst1,testdb
Then you can save it.
6. Then on the "Advance Find" you can search for the Entity Catalog for your Connection Reference:
https://{FQDN}.crm.dynamics.com/main.aspx?pagetype=advancedfind

7. Here you can define the Primary Key(only one supported) and Primary Field of the Virtual Entity:

8. Finally you will be able to find the Entity on the make portal and you can change the name of the entity as well:
