The error message means that you were not able to reach the SQL Server instance you were trying to connect to. This error can be due to a number of things.
Unfortunately, I don't know anything about this course, so I don't how the connection is setup. Is there a place where you set up the name of the SQL Server instance? Or might it be that being taking care of in the background? In the former case, you should check the spelling of the server and/or instance name and make sure SQL Server is running. In the latter case, I don't know how you can deal with this (since I don't know this course).
Do I understand it correctly that you initially were able to connect to SQL Server?