As the comment says: review the connection string change it to something 
that works in your environment. For instance, if you only have Express 
Edition installed, Data Source should probably be (local)\SQLEXPRESS. 
The static members below are the input values used in InsertTbl. In a 
real-world program they might be populated from user input one way or 
another.

To compile it, open a Visual Studio command prompt and say:

csc clientcode.cs

If you do not have Visual Studio installed, there is a C# compiler 
in C:\Windows\Microsoft.NET\Framework\v4.0.30319 or the corresponding 
on your computer that you can use. 

(I'm sorry for readers on Linux, but I have no knowledge on how to 
use C# on Linux, so you will have to work that out on your own.)