Hi @nghastings ,
If you want to create an On-Premises connection, you first need to install Gateway. Please refer to Online doc for more details:
https://docs.microsoft.com/en-us/flow/gateway-manage
Then check if the license currently subscribed to the account used by MS Flow meets the requirements.
Users with a Standalone Flow license subscription can create an On-Premises connection. For example, Flow plan1/plan2.
In addition, you need to click Connect via on-premises data gateway, then edit the parameters required here, such as SQL server name and Database name.
If the authentication type you use is Windows, UserName needs to be Domin\username.
Please try again.
Best Regards,