It connects to SADX 2004/2011 and SA2 in a roundabout way. Due to the connectivity functions being stripped from the games when they were originally ported to PC, it requires a importer/exporter tool to work.
You have to export your Chao from SADX/SA2 with the importer/exporter tool, save it, then import it to TCGDX. When you're done, you have to export it from TCGDX, save it, then import back to the game with the importer/exporter tool.