Hi laura,
When you click the fx button, the Insert Formula box will display. You can choose to click the Insert Function and select concat from there. Doing that will add the concat function and format that will serve as your guide in creating the formula. A faster way would be just type in concat().
When creating the concat formula, the important thing to remember is that every text (not field) that you want in the concat would be inside a double quote (In your case, "Travel Request - "). Fields that come from data sources should be added using the Insert Field or Group button. Once you inserted a field, it will show underlined and you're allowed to double click on it to change the field or may be check the data source in the future. The texts and fields should be separated in commas. Otherwise, InfoPath will throw error and you won't be able to save the formula.
So the correct concat for you would be: concat("Travel Request - ", EmployeeName). You can try clicking the Verify Formula button to check for any errors.
Hope that helps,
Jo-Anne