If you want to connect to a sqlserver database which is in a different domain or there is a firewall between client and server, then you need to read the detail below to request a firewall exception to allow the connection.
If you are using a default instance, for example in sql2k, the default connection string is the server name, then the default listening port of SQL server is TCP 1433, you can request to open the firewall exception – allow TCP 1433 from client to server. that will be enough.
If you are using a named instance, for example connectin string is like
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