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Good people, I’m new in c# and then I’m seeing some tutorials connecting to the database only that this error appears to me:

The code I made is all still based on a basic tutorial and I leave it here for you to see
using System;
using System.Data.SqlClient;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace teste
{
    class Program
    {
        static void Main(string[] args)
        {
            SqlConnection connection = new SqlConnection("Server=.\\SQLEXPRESS;Database=teste; Integrated Security = true");
            {
                connection.Open();
                //
                // The SqlCommand should be created inside a using statement.
                // ... It receives the SQL statement as the first argument.
                // ... It receives the connection object as the second argument.
                // ... The SQL text only works with a specific database.
                //
                using (SqlCommand command = new SqlCommand(
                "SELECT TOP 3 * FROM my_cab",
                connection))
                {
                    //
                    // Instance methods can be used on the SqlCommand instance.
                    // ... These read data from executing the command.
                    //
                    using (SqlDataReader reader = command.ExecuteReader())
                    {
                        while (reader.Read())
                        {
                            for (int i = 0; i < reader.FieldCount; i++)
                            {
                                Console.WriteLine(reader.GetValue(i));
                            }
                            Console.WriteLine();
                        }
                    }
                }
            }
        }
    }
}
What’s wrong with it? Thank you
You have installed SQL Server Express on your machine?
– Leonel Sanches da Silva