First of all, you need to have any AI service (3rd party or your own) that provides Web API endpoints for communication.
Then you need to create new AI connection in CDP and configure it:
After that, you will be able to add your created connection in Decision model and use it (you will see it in dropdown list when you add "Analytical Model" to canvas):
If you need full example with implementation, you can see my blog post here:
https://www.brimit.com/blog/cdp-4-how-to-use-ai-connections
or watch my user group presentation here: https://youtu.be/iGLMDlItv58