This error means that SSMS could not find the SQL Server instance you wanted to connect to. This is a very common error, and you will have to troubleshoot many times during your career with SQL Server. Possible reasons include:
- You misspelled the server and/or the instance name.
- The instance is not running.
- There is a firewall blocking the connection.
- SQL Server is not configured to accept remote connection.
- You are trying to connect to a named instance, but the Browser service is not running.
- All you did was to download SSMS and there is no SQL Server instance anywhere close to where you are.
And that list is not exhaustive. If you want more specific help, you need to tell us which troubleshooting steps you have taken and why you expect the connection to work.
Also see this general troubleshooter.