Hi @emanueol ,
From you description it seems that you were able to set up connection. Not every step in the wizard has "next button". From example in step 4 (catalog basic) if you create a catalog then you will be automatically transfered to the next step.

Regarding your other questions:
- can i join data from different catalogs? - yes, you can join between 2 catalogs. Below is example when I'm joining tables from snowlake with a table that resides in Databricks Catalog:

- and 2nd thingy, tried execute a snowflake `show tables in schema db.s` but dbx sql editor returned invalid sql error. - Query federation translates Databricks SQL statements into statements that can be pushed down into the federated data source. So you can't use here snowfake syntax. As a workaroudn, you can achieve the same thing using below query:
%sql
SHOW TABLES IN snowflake_catalog.TPCDS_SF100TCL