Como Configurar Sql Server aula 1

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Data.SqlClient;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;

namespace AulaSqlServer
{
public partial class Form1 : Form
{
public Form1()
{
InitializeComponent();
}

private void btnTestar_Click(object sender, EventArgs e)

{
try
{
string connetionString;
SqlConnection cnn;
connetionString = @"Data Source=EB88\SQLEXPRESS;Initial
Catalog=IS_Administrativo;User ID=teste;Password=123";
cnn = new SqlConnection(connetionString);
cnn.Open();
MessageBox.Show("Connection Open !");
cnn.Close();
}
catch (SqlException erro)
{
MessageBox.Show("Erro ao se conectar no banco de dados \n" +
"Verifique os dados informados" + erro);

}
}
}
}