Before getting into details, you probably need the tools to start playing with SQL.
Get the tools
Head to Microsoft SQL Server site:
Select download SQL Server 2014 Express
When Prompted choose “SQL Server Express with tools”.
SQL Server with Management tools on your computer.
Download Sample database
After installed, download the sample database “AdventureWorks” from here:
Important! Go to AdventureWorks extracted folder, right click to select properties, and give “write” permissions to the files before attach.
Attach Sample database
Open SQL Server Management Studio
Connect with your window credentials.
Right click “databases” folder, and select “attach”
Add the 2 files inside the zip file you downloaded (.mdf and .ldf)