To connect RapidMiner to Couchbase Analytics, users need to set up a Couchbase cluster with Data and Analytic services enabled, download and install the CData JDBC driver for Couchbase, and configure the license. They also need to create shadow datasets in Couchbase Analytics, initialize them, and test the connection. In RapidMiner, users can create a new connection, select the CData JDBC driver, and configure the connection string options. They can then load data into RapidMiner using the "Read Database" operator, store the results locally, and use other operators and processes to analyze the data further. With this setup, users can extend Couchbase Analytics with RapidMiner and explore their data for insights.