[AccessD] Excel and SQL Server

Hi folks, long time no ask 

This is a bit OT and will seem a trivial question to many so I crave your
forbearance (sorry but we're having wall-to-wall Shakespeare over here to
tie-in with the Olympics and we all have to speak Elizabethan during
daylight hours, forsooth). I've been asked to look at setting up Excel
sheets to read a SQL Server database. Not rocket science but it's an age
since I did anything like this before, so I've a couple of questions. 

1. What info do I need to make a connection - name of server, name of
database, password, names of tables? that it? 

2. Are there better and worse ways of creating the connection in Excel? If
so, what are the better ones and those to avoid? 

3. How do I practise? Can I get them to send me the db as a file or files?
What form does it (or they) take? I guess I'd then need to install SQL
Server Compact (or is it Express) Edition so as to be able to read it, would
I. Do both (Compact and Express) exist and if so what's the difference?

Any clarification/suggestions very welcome. 

Cheers

Andy