This can be helpful to help locate the server for the integration you are looking to setup. Once you open SSMS try to connect to the local server. In most cases, the following should also work.
localhost\SQLEXPRESS
Once logged in, you should see your active databases. Like this -
On the chance that there is no database showing up at all for the data you are looking to integrate, it may look something like this -
In that case, you can follow the steps found here - ARGUS Enterprise Integrations connection failed - determining your server name