It seems that SQL Server is not installed on your system. What you currently have is only Microsoft SQL Server Management Studio (SSMS), which is just a tool to connect to and manage SQL Server instances.

To resolve this, you need to install Microsoft SQL Server. You can download it from the official Microsoft SQL Server page.

I recommend installing SQL Server 2022 Express, as it is a free edition suitable for development and lightweight production use. However, you can choose any edition that suits your needs.

Once SQL Server is installed, the server name will automatically appear when you open SSMS. From there, you can connect to the SQL Server instance and start working with it.