Hi Ei Nagara,
You can connect into an existing SQL Server database by doing Queries or executing Stored Procedures with the following connector (this option would be if you have existing data in your database):
However, if what you want is to change the built-in database and use a new empty SQL Server database instead (all of your domain model would be syncronized in SQL Server with every change), you could check the following information (this option is in case you want to store everything from Mendix into your SQL Server, new data):
I hope this information is helpful to you, best regards!