Hi Yash Dave,
Thank you for reaching out to us on Microsoft Q&A forum.
As per the lab instructions, Server name: localhost\SQLEXPRESS and Database: TailwindTraders. Server name it's a case sensitive. Make sure give the exact name whatever provided in Lab instructions. Kindly refer the below snapshot for reference.
If you want to load any specific columns, below is the snapshot for reference.
If you are still facing any issue, please let us know in the comments. We are glad to help you.
If the information is helpful, please Accept Answer so that it would be helpful to community members.
Thank you.