I want to captured into PI database to MS_SQL server database
I got error mention in screen shot
Now my query is "is my step is correct or I have no valid licence.".
This is probably due to a licensing issue and not to due to a bad step in the configuration of the interface.
One possibility that could fix this is to generate a new PI Dev Club license. If you want to look more deeply into what is available to you, you should contact tech support.
RDBMS interface is not included in the DevClub license. Read Q7: PI Developers Club FAQ
However, your OSIsoft account manager might be able to help you. Contact him or her and discuss your case.
Please refer to this KB article for your error.
3164OSI8 - License Warning: [-12227] Not licensed to use this interface or "License Error"
The error "License Error: -12227 Not licensed to use this interface" indicates that the interface is explicitly disallowed. This is a fatal error. The interface will not be able to connect to the PI Server.
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