The database of this DPM server is located on a remote instance of SQL server. To protect the database of this DPM server, ...

The database of this DPM server is located on a remote instance of SQL 
server.

To protect the database of this DPM server, you must install a protection 
agent on the computer running the remote instance of SQL server. After
the protection agent is installed, open this wizard, navigate to the remote 
instance of SQL server, and select the DPM database for protection.