A data source is retrieval: search an index, read stored documents, or query an unstructured store. The agent uses it when a question needs that material. You create it once in Integrations, then drag it into Agent Builder.
Custom MCP is outbound. The agent calls tools on a partner MCP server you connect. Use a caller token when the signed-in user should authorise each call, or stored credentials when the connection should act as the organisation. Either way, the secret is entered on the integration, never in chat.
Lumina MCP is how Cursor talks to Luminafactory as you. It is not an integration the agent calls. Configure it from the portal MCP page.