You probably want to have database sites with names you understand or you might want to have several physical models for same technology (Oracle 11g, Oracle 12c, …) maybe for test and production. Whatever the reason is you might want to have database sites that do not exist in Data Modeler already. How to do that?
Go to Tools -> RDBMS Sites Administration
Press Add site: define the name and select the technology (RDBMS Type)
Now you will have the newly created site on your list of Database Sites when creating a new physical model.