You can use the SQL Server Configuration Manager to configure an alias for connections to a MSSQL instance.

But on some versions of Windows, the configuration manager is not available as a regular application. You might find it as a snap-in for the Microsoft Management Console (MMC).

If the configuration manager is generally not available on your system, you can instead use this tools to set an alias:

# 64 bit version
C:\Windows\System32\cliconfg.exe

# 32 bit version
C:\Windows\SysWOW64\cliconfg.exe