Program.cs

using DevExpress.AspNetCore;
using DevExpress.DashboardAspNetCore;
using DevExpress.DashboardCommon;
using DevExpress.DashboardWeb;
using DevExpress.DataAccess.ConnectionParameters;
using DevExpress.DataAccess.Sql;
using Microsoft.Extensions.FileProviders;

var builder = WebApplication.CreateBuilder(args);

IFileProvider fileProvider = builder.Environment.ContentRootFileProvider;
IConfiguration configuration = builder.Configuration;

// Add services to the container.
builder.Services.AddRazorPages();
builder.Services.AddDevExpressControls();

builder.Services.AddScoped<DashboardConfigurator>((IServiceProvider serviceProvider) => {
    DashboardConfigurator configurator = new DashboardConfigurator();
    
    configurator.SetConnectionStringsProvider(new DashboardConnectionStringsProvider(configuration));
    configurator.SetDashboardStorage(new DashboardFileStorage(fileProvider.GetFileInfo("Data/Dashboards").PhysicalPath));

    DataSourceInMemoryStorage dataSourceStorage = new DataSourceInMemoryStorage();
    var dataSourceSQL = new DashboardSqlDataSource("SQL Data Source", "nwind");
    var query = SelectQueryFluentBuilder
        .AddTable("Products")
        .SelectColumns("ProductID", "ProductName", "UnitPrice")
        .Build("Products");
    dataSourceSQL.Queries.Add(query);
    dataSourceStorage.RegisterDataSource("sqlDataSource", dataSourceSQL.SaveToXml());

    configurator.SetDataSourceStorage(dataSourceStorage);

    configurator.ConfigureDataConnection += (s, e) => {
        if (e.ConnectionName == "nwind") {
            IHttpContextAccessor httpContextAccessor = serviceProvider.GetService<IHttpContextAccessor>();
            IHeaderDictionary headers = httpContextAccessor.HttpContext.Request.Headers;
            string dbKey = headers.ContainsKey("database") ? headers["database"] : "nwind";
            string connectionString = dbKey switch {
                "nwind" => "XpoProvider=InMemoryDataStore;Read Only=true;Data Source=Data\\nwind.xml",
                "nwind2" => "XpoProvider=InMemoryDataStore;Read Only=true;Data Source=Data\\nwind2.xml",
                _ => throw new ArgumentOutOfRangeException("Incorrect database name")
            };

            e.ConnectionParameters = new CustomStringConnectionParameters(connectionString);
        }
    };

    return configurator;
});

var app = builder.Build();

// Configure the HTTP request pipeline.
if (!app.Environment.IsDevelopment())
{
    app.UseExceptionHandler("/Error");
    // The default HSTS value is 30 days. You may want to change this for production scenarios, see https://aka.ms/aspnetcore-hsts.
    app.UseHsts();
}

app.UseHttpsRedirection();
app.UseStaticFiles();

app.UseDevExpressControls();
app.MapDashboardRoute("api/dashboard", "DefaultDashboard");

app.UseRouting();
app.UseAuthorization();
app.MapRazorPages();

app.Run();