You should have access to that particular server in order to login on someone else workbook.
Try using specific user name and password and login with his/her credentials.
If you don't have access to the SQL server then ask the original author to do two things:
Extract all the datasources - rather than a live connection an extract is a portable copy
Package the workbook - Make the file is sent to you as a .twbx that way the extracts will be included in the file you receive.