I know if you create a connection profile in the TDM Web Portal it will show up in DataMaker.
Would like to request an enhancement request to be able to share the same connection profile to Fast Data Masker as well.
Release : 4.9
Component : CA Test Data Manager - TDM Web Portal
It will not be possible to share connection profile between Portal and Fast Data Masker. but it is possible to convert from Portal to Fast Data Masker when you initiate masking from Portal.