No, that option is for what is called a web api, or web based "end point". Hence, that would be (in most cases) some web server, and on that web server, they have SQL server installed, setup and running. And they WILL ALSO have installed a web service system that allows web based calls to the web site, which in turn passes on the SQL statements to the database. So, to setup a connection to SQL server, it is assume that you have SQL setup, and running, and that you have some tables and data already setup in that database. You can then in your project use the connection builder. So, in your project properties page, you can setup a connection to SQL server.
So, say now we create a form, and add a button, and a DataGrid view like this: And the code for the button click can be this:
Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click
Dim strSQL As String =
"SELECT FirstName, LastName, City, HotelName, Description
FROM tblHotels ORDER BY HotelName"
Dim rstHotels As New DataTable
Using conn As New SqlConnection(My.Settings.Hotels)
Using cmdSQL As New SqlCommand(strSQL, conn)
conn.Open()
rstHotels.Load(cmdSQL.ExecuteReader)
End Using
End Using
DataGridView1.DataSource = rstHotels
End Sub
Note how in above, our connection is the one we created in the project settings page. So, when run, we get this: