The error message means that you were not able to connect to the SQL Server instance you specified. There could be all sorts of reasons for this. Here are a few:
- SQL Server not running.
- You misspelled the server and / or the instance name.
- There is a firewall in the way.
If you are in a corporate environment, you should talk to your IT folks how to reach the SQL Server instance.
If you are at home, follow this troubleshooter.
And, oh, if all you did was to download and install SQL Server Management Studio, that will not take you very far. You need to install SQL Server as well.