New User: Following EntityiDAC PDF - Issues

New User: Following EntityiDAC PDF - Issues

I am trying to follow the demo in the EntityDAC pdf using a sql server.

I am to this step:
"Then select the EntityConnection component, specify the path to the database in the
ConnectionString property and set other properties as follows:"

I am populating like it says, but it does not seem to work.
I click the active checkbox and login, and I get.


This is what I have set.


I can't seem to install the SDAC I get a error there.
I am really confused on what I supposed to be doing.
I really need some guidance on how to connect and use a SQL Server.

Any help would be appreciated.