Message Server Not Connected is not an SQL Express problem. Message Server is a program that SambaPOS uses to synchronize multiple terminals with real time updates.
Look here for Message Server setup - Auto Refresh Widgets/Button Colors
As far as converting CE to SQL, you will to change your Data Connection String in Manage->Settings->Local Settings to
data source=localhost\SAMBAPOS3; User Id=sa; Password=sambapos; Database=SAMBADATA2;
Then save, exit and restart SambaPOS.
Assuming you have followed the link you mentioned EXACTLY.
for info… if the Samba Messaging server is running then you should see following under Task manager. In the example below, I’m running both messaging server. only one messaging server is required
@madiha, from your screen capture I can only see one messaging server running. so that’s fine. please refer to step by step guide on Message Server Tutorial and check all your settings.