How to create database on SQL Server 2017 instead of LocalDB or SQL Express via Code-First Entity Framework approach?

You can just open your project web.config file, or the app.config file, then update your entity framework connection string to refer to the SQL Server instance you need just like below:

 <add name="DefaultConnection" connectionString="metadata=res://*/Model1.csdl|res://*/Model1.ssdl|res://*/Model1.msl;provider=System.Data.SqlClient;provider connection string=&quot;Data Source=YourServerInstance;Initial Catalog=YourDB;Persist Security Info=True;User ID=sa;Password=123456;MultipleActiveResultSets=True;App=EntityFramework&quot;" providerName="System.Data.EntityClient" />

Make sure that you are editing the right connection string by checking your context class to check which connection string key name it refers:

public YourContext(bool lasyLoadingEnabled) : base("DefaultConnection")
{
    Database.SetInitializer<NimasContext>(null);
    this.Configuration.LazyLoadingEnabled = lasyLoadingEnabled;
    this.Configuration.ProxyCreationEnabled = false; ;
}

You can follow this link: https://msdn.microsoft.com/en-us/library/jj556606(v=vs.113).aspx