To create Source Adapters inside a RhoConnect project you can select the menu "File":"New":"RhoConnect Source Adapter" after having selected your RhoConnect project.
This will launch the wizard.
If you want use the command line utility, this is called "rhoconnect" and the command you're looking for is:
rhoconnect source <name>
There's a great tutorial on the RhoMobile docs, complete with a step-by-step walkthrough found here:
Additionally, there are some videos on the same topic. Check out the RhoConnect section of our videos page at:
Hope that helps!