Hello Guang Song, This error either means you do not have a database setup for blue prism and need to create it or that the name for the database you put in does not match and it cannot find it due to this or because the network is too slow for it to allow the connection.
Please follow this guide on the Components and minimum requirements (blueprism.com) for installing blue prism before following the Blue Prism 7.1 - Enterprise Edition Installation Guide ( please make sure the guide is to the version you are installing as there are differences between them. Just in case, I just put in the second to latest version of blue prism. But on that page on the top left, you can change the version to match the one you are trying to install.
If you continue to run into issues, it may be worth opening a ticket with Blue Prism support via the portal or at support@blueprism.com.
