This blog talks about the process to use DB Links on OBIEE.
Since we are talking about linking data from 2 different databases, I will like to mention that OBIEE gives the freedom to join tables across databases in the physical layer.
BI Publisher in 11g also lets us join data sets but the join is currently an equi join. This join is called a "Link" in BI Publisher world and you can find more info on this @ http://docs.oracle.com/cd/E23943_01/bi.1111/e22258/struct_data.htm#BGBEIEHC
To use DB Links in rpd, you just have to append the table name with @<DB_LINK_NAME> in the physical layer.
Here PROJ_DB is my db link and CONTRACTS table exists in the database pointed by PROJ_DB db link.
You can now use this table as you use any other table in the physical layer.