Where SQL Server located?

>
>I'm trying to set up a connection to a database in my SQL 2008, I've read that stage 1 is to create an ODBC connection
>
>So if I have this right I create a SQL ODBC Driver on the server.
>
>I go into Control Panel --> Administrative Tools --> Data Sources (ODBC)--.> Add System DSN
>
>SQL Server
>
>Which SQL Server do you want to connect to? Server:
>MSSQLServer
>
>or with the domain its hosted on:
>\\bungle\mssqlserver
>
>I'm using Windows Authentication
>
>Testing the connection always Fails!
>
>Specified SQL Server not found?
>
>HELP!!!!