'Link MSSQL with MSQL Express between two different servers

So this in the challenge. I have two servers in two different places (so they have two different static IP addresses). One of them is supposed to be a host (windows server 2012 with MSSQL Server 2014). I need to link this datebase with another server - mssql express.

I was trying to use MSSQL Management Studio -> Server Objects -> Linked Servers. Of course with all the hints I found in google. Still no luck. The best respond I got was "connection was established but login fail". And of course I was trying all the posibilities with 'Security' tab and 'be made using this security context'

Has anybody had such problem? Should I open sql port in router configuration?

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