I already install this two requirement:
1-Connector/Net 6.8.1 beta or higher version to check the Connector/Net & Entity Framework features. (download at: http://dev.mysql.com/downloads/connector/net/ on the development releases).
2-https://cdn.mysql.com/Downloads/MySQLInstaller/mysql-visualstudio-plugin-1.1.1.msi
But still not sure why the data source still not appear in the option. Anyone have idea why? Please advise.

BTW I'm using Visual Studio Express 2013.