No sir, I never put anything on my domain controller besides DC and its required items. SCCM cannot be however installed on a machine that is not joined to a domain. SCCM however can manage non-domain joined assets though, but requires bit more of work/configuration.
@govindavaidhyam8026 which version you installing.. there is now newer version, i have not tried yet with. Or is your version same ? see my other reply. It seems your SQL server is a remote sql server. It seems like ports not open on firewall.