What you are trying to do is connecting with the tryton-client directly to the database. But you must connect with the tryton-client to the tryton-server. The tryton-server then connects to the database. In this situation you can have multiple tryton-clients connected to a tryton-server at the same time.
So what you have to do is setting up a tryton-server. You have already installed the tryton-client. Unfortunately the tryton-server has no setup.exe for windows because it’s fully programmed in Python. So the way you have to go is to learn Docker and use that if you want to stay on Windows. See Tryton - Get Tryton and https://hub.docker.com/r/tryton/tryton/ for more information how to setup tryton-server with Docker.