Hi Andre,
As you probably know, your free Personal Environment (I assume that's what you're using) runs in the cloud. You can only connect to databases that are reachable from there. So unless your company network has a publically accesible database (that is, anyone can reach its IP address from the internet), it's technically impossible to connect to it.
If you need to evaluate OutSystems and one of the evaluation topics is connecting to your database, I'd contact your local OutSystems sales office, present them your specific evaluation needs, and see what they can do for you. One of the possibilities I can think of is a temporary evaluation version that also runs in the cloud, but has a VPN connection to your network.