Which database?

SQL Database.

First, I assume you used online backup by utilizing NMM module via VDI - most people do that.

To restore it, log onto target box, make sure NW and SQL backup module is installed there (client should also be defined on backup server) and from there you can use CLI or GUI.  In GUI, call for NW SQL agent, connect to server, run Copy restore and select source client (where SQL DB was backed up) and destination one (where you are restoring).  And that's it.

I try but when I'm on the second client the following error and select the option to restore a copy of Microsoft SQL comes to me:

No index was found. You have not backed up any files From this machine. If you are doing a directed recover You have not backed up any files from the selected client, or need to be connected to the server as the administrator

First, check if you have a backup   You can use following on backup server:

nsrinfo -n mssql

If you see entries, then you know you did SQL backup (you didn't comment that part so I still assume you did).

Next, it might be permission issue; make sure you set on remote access list of source client user=*,host=