Note: I have used Oracle Warehouse Builder 11.2.0.1
Start the Design Center
Start button -> All Programs -> Oracle 11g Installation (Name) -> Warehouse Builder -> Design Center
Right click on the "Oracle" under MY_DW_PROJECT -> Databases.
Choose "New Oracle Module".
Click on "Next".
Choose the module name and description. Click on "Next".
Edit the connection details: Click on "Edit".
Click on "Finish" to create the module. When the module is created, the name is in italic characters. Save it and the italic characters will become normal.
You can validate the module: right click -> Validate
You must have "0 errors" like in this screen.
Note: When a module is created no objects (tables, views, sequences) are related to this module.
Now you must import the remote Oracle data structures in order to create the OWB design.