What to used? Windows Authentication/SQL Server Authenticn

I just want to ask if we connect to SQL server what will be used?
Windows authentication or SQL Server Authentication?

I had tried Windows authentication and I was connected, however I
don’t know where and how to create tables.
In SQL Server Authentication it needs login name and password. I’m
confused what info I will use here either my log-in name and password
using my domain or the one I provided upon installation since I used
mixed mode. However both the two ( ex. APO is my domain and the one I
provide upon installation) did fail in connecting to sql server. Kindly
give me insights on what mode should I do choose.

I am confused regarding the connection. Please give insights what should
I do. I know this pretty simple for you but this is new to me since this
is my first time using MS SQL 200. before I’m using MySQL and HeidiSQL.

If someone would like to help I appreciate it a lot. I really need this
for my Web Application. I’m new to this technology.

Thanks in advance