Create a connection:
Create a variable to hold the server name to connect to:
Link the variable to a property in the connection THIS IS THE BIT YOU CAN NEVER REMEMBER HOW TO DO AND THUS HOW DO I PUT THESE STUPID VARIABLES INTO THE STUPID PROPERTIES. Click on the connection, in the properties window (i.e. don't double click it) find the 'Expressions' entry, when you expand that you can map variables to properties in the connection:
Then you can go and create a config file with all your variables in it:
Take a copy of the config file and populate it for a given environment. Then when you make the job, link it to your updated config file: