I resolved the issue 🙂
On the server with Jasper Server installed, I created a Wallet directory, and there the file tnsnames.ora
In tnsnames.ora I put this:
MYDB = (DESCRIPTION = (ADDRESS = (PROTOCOL = TCP)(HOST = IPADDR)(PORT = 1521)) (CONNECT_DATA = (SERVER = DEDICATED) (SERVICE_NAME = XEPDB1)))
Then, when adding a new data source, in the URL field (required), I included this:
jdbc:oracle:thin:@mydb?TNS_ADMIN=/your/path/to/Wallet/
And it works !