You don't connect to SQL Server Management Studio. SSMS is just a desktop application that you start. But to have any use of SSMS, you need to connec to an SQL Server instance.
Why you cannot connect to the SQL Server instance you are trying to connect to, I can't tell with the information you have shared. But one mistake people seem to do from time to time is to download only SSMS and think that they will be able to do something with it.
But no, you need an SQL Server instance to connect to, so if you don't have one in your environment, you will need to download and install SQL Server.