I created the identity it got created when i am trying to create a connection getting below error
Login failed. The login is from an untrusted domain and cannot be used with integrated authentication.
Are you trying to connect to a SQL Server database using a Windows Active Directory credential? You'll probably need to talk to your SQL Server DBA and/or Windows AD admin to help troubleshoot the issue.
Here are two Internet resources that you can point them to:
Troubleshooting "Login from Untrusted Domain"
How to Fix "Login from Untrusted Domain"