Managing the Core Database Engine - Microsoft SQL Server 2008 R2 Administration - page 109

7. After completing the Enroll Instance wizard, click on the Managed Instances node in
the Utility Explorer navigation pane.
8. On the right-hand side of the Utility Explorer content pane, the enrolled SQL Server
instances are displayed.
9. Next, to implement the non-utility collection sets, from the SSMS tool, use the
Configure Management Data Warehouse wizard to configure storage for
collected data.
10. Create the management data warehouse. You can install the management data
warehouse on the same instance of SQL Server that runs the data collector for the
utility collection set.
11. Select the configuration task to install the predefined System Data collection sets.
12. Configure the MDW storage by selecting the SQL Server instance to host and collect
the non-utility collection sets.
13. Map logins to management data warehouse roles.
14. Once you have completed the MDW wizard, the data collection information for utility
and non-utility collection sets are displayed under the Management folder, as shown
in the next screenshot: