This is a feature in Railo that confuses new Railo users very often. Railo comes with two types of administrators. In fact there are two type of administrators for every website you host on a system. In Railo all the settings you make in the Railo Web Administrator affect only the website you are calling it from. So if you for instance call http://www.example.com/railo-context/admin/web.cfm you will only change the settings for www.example.com. This means that all the settings are inside a sandbox if you use the web administrator only.
If, on the other hand, you want to change settings for all websites that are running on the same instance of Railo, you need to use the Server Administrator since it allows you to set global datasources or global mappings that are affecting all the websites in that context.
So whilst your local settings are preserved and safe for your local website, you can still define global resources available to all of them.
Please remember that the settings in each context can be completely different and individual from context to context. This gives you a great flexibility and freedom.