It could be that your school has a common SQL Server instance which are you are supposed to use. In that case, you will need to ask your teacher.
It could also be the case that you were supposed to download and install SQL Server on your own computer. SSMS is just the query tool and is useless without an SQL Server instance to connect to.
I could give you download links, but what would be a bad idea, if the school is providing you with an instance, so again I recommend that you ask your teacher.