Hi,
Follow these steps to connect to sql server database:
1. Go to New data source.
2. Go to More and select sql server database.
3. Type your server name and database name.
4. Type any sql statements. (optional)
5. Select mode of authentication (window /database)
6. Enter username and password, click sign in.
7. Select required tables and fields residing in sql server database for creating your report and visualization.
8. Click on sheet
Hope this helps you.