Apparently you succeeded connecting to your database, well done!
Reading the query, it seems a Mendix Database, so that raises the question why you would want to manipulate a Mendix database using a SQL query. Generally, I would advise not to do this, but preferably use Mendix default activities in the microflow.
I'm curious why you want to manipulate data in a different database than the Mendix database, as this requires a lot more effort to make this secure.
To answer your question, the value “Example” is probably a string, so should be encapsuled by quotes, probably single quotes. To insert a single quote in a Mendix expression, you need to type two single quotes. So, your query expression becomes:
'insert into dbo.Employee_Details(name,mobileno) values(''Example'',9876543210)'