Judi,

Like the others say: use remote desktop and keep your database local to your app in order to have a good performance in your application.

As an anecdote.
Back around 2011 when I did some work for mertech I used to run most tests against either my own SQL Servers hosted at the data center or against Azure via a VPN (or sometimes a SSH tunnel). So I was running those tests from S.E. Asia to Europe. While that worked well for my tests I cannot recommend it for users as the round trip of the data is pretty noticable.
Obviously there's the bandwidth issue, but added on top there's also a latency issue.

With SQL, most of the times, you tend to not put so much data over the line as with the embedded database, but it is still far from ideal. It's not that it cannot work. But if you would want to access a remote database then you also have to tweak your code for that as the default connectivity kit configurations (mertech as well as DAWs) are configured for local networks.

One thing I did found with that particular setup was that I was very very good in finding issues where performance was a problem
--
Wil