The database is configured in HistoryDBManager.exe as part of the HDB installation. To verify:
History | Base Data | Source Database
Please note that the HDB has to be selected when HistoryDBManager.exe is started and the HDB has to be initialised using the correct HistoryDB Migration archive located in Other Products\History DB\Migration on the installation media.
Further information is available in the Getting Started Guide
, as well as the Configuration Guide