Yee-owch! Lots of questions; not much time.
Originally Posted by tsomarp
Unsolicited advice: Buy a book; I always recommend SAMS "Microsoft SQL Server 2000 DBA Survival Guide", but there are lots of others out there. Read it.
1. SQL Server supports Windows Authentication (uses your domain credentials) or SQL Authentication (user name and password). The former is always enabled, the latter is enabled as a configuration option. If the installation defaults have not been muddled with AND you are a local administrator on the server, then you should have sysadmin (ie, full administrator) control of the SQL instance. If not, you will need the sa password.
2. UDL files can be used to connect an application to a database with some measure of portability.
3. I assume by your last question that you want to get the SQL instance to appear in your SQL Server Enterprise Manager navigation pane; here's how. From a SQL Server Group node, click on Action / New SQL Server Registration. Enter the name of the server and the connection information.
Good luck; (you'll need some while you gain the experience).
Have you hugged your backup today?