How to connect to a SQL Server Instance using SQL Heatmap Program?

hello, i've downloaded the IDERA SQL Heatmap program on my computer. right after it finished downloading it asked me to,   Connect to a SQL Server Instance. I HAVE NO CLUE what to do. i  don't know what a SQL Server Instance is. please help me. I need step by step instructions on how to set this program up and get started. feel free to message me or email me.