Use the connection details they provides to form your connection string. It'll be somethign along the lines of:
@"Data Source=localhost\SQLEXPRESS;Initial Catalog=MyDB;User Id=xxxx;Password=xxxx;"
Or
@"Data Source=localhost\SQLSERVER;Initial Catalog=MyDB;User Id=xxxx;Password=xxxx;"
Put it in your web.config file, so you don't have you recompile each time if it's wrong...