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I found that for some versions it's sqlservr.exe. But there is no any file with this name on my machine.

What are the other variants?

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up vote 2 down vote accepted

It should be sqlservr.exe. Here's an easy way to find out where it's at.

  1. Bring up the Services applet (Start | Run | services.msc)
  2. Locate the SQL Server (*) service where * corresponds to the instance name of your SQL Server Express instance. If you're not sure what the instance name is, that's okay. Just look for SQL Server with the parentheses around a name.
  3. Double click on that service to bring up its properties. On the General tab there should be a "Path to executable" which tells you exactly where that executable is.
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+1 For the UI phobics: >sc qc mssql$sqlexpress. – Remus Rusanu Jul 8 '10 at 20:58

Create a rule on your firewall to open port 1433. Thats the default port for SQL Server.

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If it's an Express edition install, it's not likely listening on the default port. – K. Brian Kelley Jul 8 '10 at 17:59
True. I should have noticed the version the OP is using. Thanks! – DaniSQL Jul 8 '10 at 19:15
MS SQL uses ports 1433-1 & 1434. Even if it is Express - I'm assuming it would use either or these. – cole Jul 8 '10 at 21:01
@Cole: Here is what msdn says "Instances of SQL Server Express, SQL Server Compact 3.5 SP1, and named instances of the Database Engine use dynamic ports" This means they select an available port when the SQL Server service is started, which could be any port [] – DaniSQL Jul 9 '10 at 0:59
Cole, 1434 is for the UDP protocol and that's for SQL Browser. – K. Brian Kelley Jul 9 '10 at 1:11

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