I also tried to follow Rudy's method (using "Dynamics 365 Customer Insights (Beta)" connector), but I can't see any tables or environments to connect to (I'm loggin in with the same credentials of D365 customer insights journey, of course).
In addition, this feature is currently in the preview stage and there may be some problems in using it, if you have any problems that cannot be solved in using it, you can reply below and we will actively follow up the issue. Or use the link below to seek technical support from Microsoft. https://admin.powerplatform.microsoft.com/support I hope my answer is helpful to you! If you have any other questions, please feel free to contact me. Best Regards, Rudy Zhang