Hello,
This statement is for proxy database as well.
Note: For recovery purposes, Sybase recommends that you do not create other system or user databases or user objects on the master device.
AdaptiveServer Enterprise 15.7 ESD #2> Configuration Guide for Windows> Adaptive Server Devices and System Databases
The Component Integration Services Users Guide is very good start in some part it is like a link server but the option are many and it all depends on your use case and remote source.
Niclas