first you have to create a Parameter at the "Edit Data Set"-Dialog. Open the dialog and choose "Parameters" at the left side. Then click the "New..." Button. Enter a Name for this parameter at the first line. Then you have to think if you want to use a reportparameter directly, or not. If want to use it directly choose this parameter in the "Linked To Report Parameter" ComboBox. Otherwise you can enter a Default Value (Constant or JavaScript Syntax). You also have to choose the right Data Type!
If you have done this, you can use this parameter by entering a "?" in your Query.
SELECT * FROM table WHERE column = parameter
for parameter you have to use the "?"
SELECT * FROM table WHERE column = ?
I hope you understood my explanation, and it helped you. Otherwise let me know.