As you mentioned the "Lookup" option is available to populate a data page as long as you choose "Page" as the Data Page structure. When using this you are populating the data page with an instance of a class.
So you will configure this by inputting the class name and a parameter to identify which instance to use at runtime. The parameter is the key of the class instance. You can find the key to the current class by opening the definition of the class record. In your case, multiple keys are required to open the record. One of the keys might be the pxDateTime property.