In Xi rel 2 using data federator you can connect to multiple database.

in previous version there is work around, lets you have universe connecting to database user "A" and you are looking to add one more table from other database user "B".

What you can do give select grant  (in Oracle) to  user "A" from"B" and then create synonym in user "A".

Once you have done that open universe and change the connection to user "B" add table and then go back to connection "A".

I hope you understand.