Database Menu, Set DataSource Location.

That displays a treeview of the current SQL DB & tables. If all you need to do is to change the Instance name, expand the Instance, expand Properties, highlight the Instance name & type in the new one. The click Close & Save. Otherwise, find the new Instance and tables in the bottom treeview using Create New Connection. When you first open CR, you'll have to do the whole connection routine if you want to use the bottom treeview. On the 2nd report, it'll default to what you previously found.

As long as the table names are the same, I find it easiest to just type the new instance in Properties on the top treeview.