Server Name: Generally, this can also be the server's IP address. If you don't know the name of the server that you set up, try inputting the computer's IP address.
Info to log on to the server: Is this a username/password combo? If so, you have two choices (depending on how you set up your server) - Windows authentication or SQL authentication (the latter is generally used for web development). If you do not have any user accounts set up, you could use the built-in "sa" account (did you set a password for this when you installed???)
Database: This will usually be populated automatically once a server is selected. If it is a textbox and not a dropdown list, enter the name of the database that you need to connect to.
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"The night sky over the planet Krikkit is the least interesting sight in the entire universe."
-Hitch Hiker's Guide To The Galaxy