Thanks for reaching out to us on the Microsoft Q&A forum
From your question we understand that you are trying to complete the exercise from Get data from relational data sources.
According to the lab instructions, the server's name should be localhost\SQLEXPRESS and the database name should be: TailwindTraders. Please note that the server's name is case-sensitive. Ensure you enter the exact name as provided in the lab instructions. Refer to the screenshot below for reference.
If you need to load specific columns, please refer to the screenshot below:
Please don't hesitate to reach out to us if you have any other queries.
If you found the information helpful, we would greatly appreciate it if you could acknowledge it by selecting the Accept Answer & Upvote options.