Unable to install SharePoint 2013 as per MIM article

Hi,

Working through this MIM deployment article: https://technet.microsoft.com/en-us/library/mt219039.aspx

Step 6 is as follows:

Run the SharePoint Products Configuration Wizard to configure SharePoint.

• On the Connect to a server farm tab, change to create a new server farm.

• Specify this server as the database server for the configuration database, andcontoso\SharePoint as the database access account for SharePoint to use.

So when I try to run this, I get the following error:

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Does this mean I need to install SQL Server on the MIM Portal server now? Does SharePoint 2013 no longer use SQL Express like SharePoint 2010 did?

Thanks,

Sk