If you are receiving this error, then it would suggest that the Integration Link has not been set up for the database. To resolve this, you can do the following:
Launch ADM Client Application
Login in with Admin ADM Credentials
Navigate to System Control
Click on Integration Links
Click on an existing Integration Link
Click on Duplicate Integration Link
Enter new database ID in the MS SQL Database Name field and click on Duplicate
Go back and check that documents now appear within the original application (Dimensions, Financials etc)
If ADM is hosted by Access (Access Document) then it could be a case that you are logging into the wrong workspace organisation, use credentials that match the Organisation where Document is.