'Source Connection Name' name parameter is not mandatory for File System resource. So you can skip this parameter. File contents will be read and profiled if the user name given in resource configuration has read access on the files.
All three resources types are supported.
If the file resides in Windows/Linux machines, I recommend to use resource type as 'Windows/Linux file systems' instead of uploading them to OneDrive or SharePoint and accessing the files using different resource types.