“I have already changed the default connection to SQL server successfully,”
Be aware of the following: The Mendix is in control of the Db tables of the connected Db. When setting a existing Db as THE Mendix database, then at first deployment that Db will be synchronized according to the Domain model => might cause deletion of all existing data not matching the Mendix data structure.
When using a existing DB use the Db connection as Dragos mentions. Also question the case; why consuming/syncing with existing Db data? is that data used by other apps etc as well or do you want to just consume that data in the Mendix app only? last case => build your Mx app, import the existing data in your new app/database and delete the old one.
Also; please start with go through these tutorials first; they explain a lot about the domain model etc.
I suggest looking into the database replication module ,it’s purpose as stated in the description is “Use this module to import data from existing databases into your Mendix application.”
Hope this helps