Yes, CPR uses the DB2 "Alias" to connect to a particular database.
If you are only going to run your reports on a PC, there is no requirement to what you call those Alias's.
However, if you are going to run reports on a Unix machine with the CPR Server, then you need to be sure the Alias name used is the same as what is used on the Unix machine.
To view the Alias names on a PC, you need to access the DB2 Command Center and from there, the Control Center.
Browse down through Systems and Instances to see the databases. From there, you will see the different databases and their alias's.
NOTE: What you are seeing here is only the database connections that have been defined on the particular PC.
To find the Alias names on a Unix machine, you need to use the command: db2 list database directory.
To use db2 commands, you need to have the proper DB2 environment variables set (your DB2 DBA may need to assist with that).