Hi Jesper, check that your SQL services are up and running.
The error you get is unfortunately quite a generic one, check that you have connectivity between the client machine and the server. PDM uses port 3030 to communicate to the Archive Server. As for SQL, when you installed SQL Express, you need to specify a port for it to communicate over (typically 1433/1434). If you have a firewall, those ports need to be allowed through.
Hope this helps somewhat.