In some site templates if you are not able see the "DataConnectionLibrary" option under library then you need expliclty activate the DCL feature using below stsadm command
Now run below command
C:\Program Files\Common Files\Microsoft Shared\Web Server Extensions\14\BIN>stsadm -o activatefeature -name DataConnectionLibrary -url https://../
Now we can see DCL option available for library creation
