It's all in the connection string, if your SQL Server is supposed to be accessed from an external application than all the firewall settings and whatnot should already be configured to allow you to access it. If its not publicly accessible you need to do 1 of 2 things, either get your IT department to open up the server for external access or jump through whatever hoops the IT department tells you to do so you can connect to the database. That includes, but is not limited to, connecting to the VPN, Modifying Application Logic or murdering a pixie in the name of some long forgotten deity.
After that take a look here:
http://www.connectionstrings.com[
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