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Test a Connection via a UDL File
A UDL file (Universal Data Link) allows you to test OLE DB Provider connectivity to any backend database independent of a full application. For connectivity to SQL Server, it may be useful to identify SQL Browser issues, enabled/disabled communication protocols, or a firewall/antivirus blocking access to a port. Saving a UDL file generates a well-formed connection string, which you can see if you open the file in Notepad. You can use it to help build an application’s connection string or check how to set various properties.
No external components are required. It is a feature of the OLE DB infrastructure in Windows.
To create a UDL file, right click in any folder (or the Desktop), select 'New', and then 'Text document'. Rename the document to the desired name, and change the file extension to .UDL; for example, TEST.UDL. As soon as you rename it, the text file icon should change to the UDL icon.
Note: Be sure the Windows Explorer setting Hide extensions for known file types is disabled or File Name Extensions is checked in Windows Explorer's View menu.
https://docs.microsoft.com/en-us/sql/connect/oledb/help-topics/data-link-pages?view=sql-server-ver15