As you are new you can try some visual tools it can help you to see more clear, I suggest you to try this approach, it's a half way to your solution :
In your visual Studio :
Menu Tools
Connection to database
In the Dialog
Data Source :
Microsoft SQL Server (sqlClient)
Server Name :
****
you should find your server here, select it, Else that's mean you have problem with your server installation
Authentification :
Windows Authentification
as i see in your example your are not using SQL id so that's fine
Connection to database:
Select the Database that you already created, if nothing seen
that's mean you didn't created or you don't have rights to access
Then Click in button Test Connection
if success then click OK
Then go to your ToolBox
Data
DataGridView
drop it in your form
select data source : in bottom you will see + Add the data source
click on it
You will have a Dialog, choose Database
-> Dataset
->
choose you data connection
you should see a line in the combobox with your server name your Database.dbo
Check in the checkbox "Show the connection string saved in the application"
you will see clearly your connection string
Next -> Next > check Tables
Finish
If you stuck in some part let me know to clarify you by an Edit
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