When you need a sql server database for your site, you should create it from your hosting control panel first, please follow the instructions below to create it.
1. Login to your hosting control panel.
2. Click "DATABASES" from the top menu.
3. Choose “MSSQL” and Click the Blue "+ Add Database" button
4. Select your database type, you can select mssql 2008/2012/2014/2016/2017/2019 as you need, then fill your new mssql database name and password to create it