@practicalprogram, you should read this to see why you're being called out.
https://www.excelguru.ca/content.php?184
That looks like a built in message to me. When you have linked Access tables and allow people to play in the nav pane they can discover the connection string and password as well (I'm not going to say how) but I will leave this to those who have more experience with SQL server connections. To me it looks like you need to trap that error if possible, perhaps also determining why the back end cannot be found.
That dialogue isn't 2007 or 2016 AFAIC. Perhaps 2010 or 2013.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.