Do you really have SQLExpress installed? Or did you confuse the management platform as Old Pedant mentioned? Right click MyComputer -> Manage
then expand the "services and Applications"
If you do not have "SQL Server Configuration Manager" then you do not have MsSQLExpress or any other MSDN SQL engine. If you DO have it, then let us know- and we can move forward getting you connected.
*See image for what you should have