First of all, you should have a file named gdalib in your $HOME/.gnome directory. This file contains the configuration settings for all the data sources that you will access. If you don't, you can get the gdalib.sample file that comes with the distribution and change it to match your system's configuration, or even better, you can run the front-end application and create the data sources from an easy-to-use GUI.
The first thing you must do is to have a database for which a GDA provider exists up and running. Check your database documentation on this issue.
Then you must copy the gnome_db.gnorba file included with the distribution to your system's GNORBA etc directory, which usually is:
/etc/CORBA/servers in RedHat 6.0 and derivates
/usr/etc/CORBA/servers
$PREFIX/etc/CORBA/servers, being PREFIX the directory where GNOME was installed
This file must be copied to the correct directory, in order to make the GDA CORBA servers visible to the GOAD library. (GOAD is the GNOME's Object Activation system, which is used to activate CORBA objects).