A list of supported "data sources" is available in the tech specs: http://www.alteryx.com/techspecs.
Also, you can build your own connector to just about anything if needed: Guid to Creating Your Own Connector
Hope that helps!
Thanks john :)
Hi Ankita,
If you are still looking for a solution for SAP you may want to take a look at our SAP connector at http://www.dvwanalytics.com/demo.html.
Regards,
Darron Walton