Here's the breakdown:

DCC should usually run alone in its own WebSphere profile (or Tomcat).  It needs the kind of config that other Jazz apps have, but in 5.x there were issues getting it to play nice in a WAS profile shared by other CLM apps.  It can be in the same WAS profile as the other CLM apps in 6.x, but I've seen some situations where it still caused issues and had to be moved off by itself.  It should certainly not be installed in the same profile as RRDI, because RRDI is fickle and needs its own profile.  Thus, for a minimally distributed system I usually see 3 WebSphere profiles: one with the rest of the CLM apps, one with DCC, and one for RRDI.  These profiles could all be on the same machine, or on any combination of different machines.

Now as for the data warehouse, the instructions can be confusing because RRDI docs use different names, but essentially they should all be referring to one database (or tablespace if you're an Oracle person).  Say your data warehouse is named JAZZ_DW:
- In the JTS/CCM/RM/QM/etc app setup wizard or their server config reporting section, you point to JAZZ_DW.
- When installing DCC you point to JAZZ_DW, and when you configure the data sources you put the info for JAZZ_DW in the 'A Relational Database' entry above the RTC/etc entries.
- When setting up RRDI you give it JAZZ_DW when it asks for a data warehouse, even though it refers to it as 'RIDW'.  That's just their more generic name as in theory RRDI/Insight could be pointing to more than just Jazz apps, but in most CLM-related situations it's just JAZZ_DW.

And for the record, the DCC data collections replace both the ones built into CLM (the legacy 'java etls') and the tool Data Manager that comes with Rational Insight (technically, DM will *replace* all the old ETL jobs with a single job that calls DCC, then run any custom jobs after that, but that's only for Rational Insight and not RRDI).