You may use this guide, https://developers.marketo.com/blog/quick-start-guide-for-marketo-rest-api/, to setup an API Role, User and Service and then get the Client ID and Client Secret for that Service.
The CData website has a help page for the Marketo Connector: http://cdn.cdata.com/help/DKE/ado/default.htm. The SQL examples are helpful.
You can use some fields in a WHERE clause quickly and others are extremely slow. 'Id' runs in a few seconds.
SELECT * FROM Leads WHERE Id = '104'
Sugarcrm_id runs in 283 seconds.
SELECT * FROM Leads WHERE Sugarcrm_id = 'b7e70c80-20cd-9209-24bf-57ae4b05b711'
The same is true for using some fields in ORDER BY. This is because the Marketo API doesn't actually support some fields in these operations so the CData connector downloads all of the data and does the WHERE or ORDER BY locally, thus taking a very long time. See: http://cdn.cdata.com/help/DKE/ado/RSBMarketo_p_SupportEnhancedSQL.htm
The format is a semicolon seperated list: "Cloud Storage;Backup / Disaster Recovery;Colocation".