That's for the personal edition, which can only connect to CSV, Excel, MS Access, OData and Tableau's proprietary Data Extract format (TDE). Tableau Online requires your data to be stored in their cloud (which might not be acceptable to some IT departments).
Tableau Online doesn't require you to save your data on our platform if it's stored in AWS, Google, or Azure (example: Amazon Redshift or Aurora). Your can maintain live data connections with datasources hosted on those ecosystems and the source row level data doesn't ever need to land in the Tableau Online platform. More info here: http://www.tableau.com/learn/whitepapers/tableau-online-keep...
And also you need the desktop product to publish to it. Tableau online is a cloud alternative to the on-premise online dashboarding, not for the desktop client.