In 2.16... (some really basic information I struggled to find and a note about an unhelpful error message)
The 'Connection Name' is a name for our own use.
The 'Provider/DSN' field can be left blank.
The 'Host' is a DNS name for the server or an IP address and specific port if not standard SQL port followed by instance name where required (eg. localhost\sqlexpress) (sorry - I don't personally undersand this bit - I needed help from the person who set up the database to describe this)
The 'Username' and 'Password' are as you'd expect. The 'save' checkboxes are to tell QGIS to remember these details.
Don't at this point click the 'Test Connection' button. You'll get an error "Error opening connection: Driver not loaded Driver not loaded"
Instead, click the button 'List Databases'
You should see the database listed.