Connecting to a local SQL Server database does not work in the setup exe application

After installing my setup exe application on "Client PC", all process are worked correctly, but when I try to save some data on the application's local SQL Server database, this exception is thrown and I do not know what the problem is, as this exception never happens on my own PC.

Is there any requirement must be installed on the client PC?

The exception is:

System.Data.SqlClient.SqlException (0x80131904)

The connection string:

<connectionStrings>
    <add name="Appstore.Properties.Settings.StoringAppConnectionString"
         connectionString="Data Source=.\SQLEXPRESS;Initial Catalog=StoringApp;Integrated Security=True"
         providerName="System.Data.SqlClient" />
</connectionStrings>

You using a OBDC connection or something, make sure it's the same connection on the other PC compared to yours.