WSM Server 8.6.2 Installation DB

I need some assistance on with the installation of this.

I am setting up a WYSE WSM 8.6.2 environment for a library running Wyse disk less endpoints.

I install the WSM Server but when I launch the admin console, it ask for Primary database, I enter all required information it needs and ensure it's correct, but I am still unable to connect to the database.

I did, embedded, express, even the full install of SQL and it still wouldn't find the database when I log in. 

Error:  "Failed to connect to the database with these connection properties"

Has anyone install this and have any issues or point me to the direction to get some help.