Do you know if your installation of SQL Express is a named instance or a default instance?
The default connection string is expecting a named instance with the name "SQLExpress". If your is a default instance then you would remove the .\SQLExpress and just have localhost for the server name, or if its a named instance with a different name then you have to change it to .\yourinstancename
Another issue is if your installation of SQLExpress is configured only for windows authentication, you need to change it to mixed mode to use an sa user and passwod and you would have to know the sa password or else after switching to mixed mode create a new sql user named admin and add it to the sql admins role and then you can use that user instead of sa.
Hope it helps,
Joe