Background
You’ll find yourself logged into a web or application server and need to test that you can access the SQL server at which you’ve unsuccessfully tried to point your app. Luckily, a trick built into Windows allows you to save the day without having to install anything on your box – and it works on both client and server operating systems just as well.
The mythical UDL file
The guys at Microsoft have baked a SQL Connectivity tool right into Windows by creating Microsoft Universal Data Link files (*.UDL) – something designed for another purpose.
These were designed to save SQL connection data for use in a whole range of applications and are available on almost every version of Windows.
They also provide a great way to test SQL Connectivity.
Create a UDL file
Create a new file anywhere. For example, create a new Text file on your desktop

Rename that file and change its file extension to TestDatabase.udl (take note of the file extension).

Select “Yes” when asked to change the file extension.
This will give you a Data Link Editor to test the connection.

I have used this countless times. Typically, my applications run under Dot Net and Dot Net Core. These are another layer between your applications and SQL. Using UDL files is a clean, direct way to ensure the server can access the SQL database. If UDL can access it, the problem is with your application or Dot Net. If it can’t, then you have a direction to go in that doesn’t include your application.