In the logs I can see:
2024-05-29T10:02:09Z, WARN , db.DatabaseService, exception initializing database service: 5051 ERROR_DB_UNAVAILABLE (error connecting to database: com.microsoft.sqlserver.jdbc.SQLServerException: The TCP/IP connection to the host pwm.testing.local, port 1433 has failed. Error: "connect timed out. Verify the connection properties. Make sure
So it looks like a basic network connectivity issue of some kind.
I'm not sure why the setup guide isn't showing the error correctly, but it does make it to the log file. You could try skipoping the DB setup during the guide and add it later, the errors might make it to the UI better.