You need an ODBC driver.
Your PC should have an AS400 client program on it that has such a driver.
Then set up an ODBC system DSN using your driver and credentials.
Then File, Get External Data, Link
Change Files of type to ODBC
Pick your system DSN
Log in
Check Save Password
Select some tables
Be sure to select Unique Record Identifier(s) if asked.
Write a query against the linked table.