Spatial Data Server is only available with ArcGIS Server Enterprise and will not work with workgroup geodatabases.
One of the main reasons for using Spatial Data Server is to publish feature services from a database, though. You can use ArcGIS Server Workgroup to publish feature services from workgroup geodatabases...
Or did you mean you want to use Spatial Data Server with databases in a SQL Server Express instance (not a "database server" that contains geodatabases)? If so, you should be able to do that, as long as you have purchased ArcGIS Server Enterprise, which, as mentioned, is the only way to get Spatial Data Server.