The sample databases that are supported by Microsoft SQL Server 2005 Express Edition (SQL Server Express) are Adventureworks, Northwind, and Pubs. By default, these sample databases are not installed with SQL Server Express. Instead, you can download them from the Microsoft Download Center.
Adventureworks can be installed from this Microsoft Web site. Download SQLServerDatabasesandSamplesOverview.htm and follow the instructions that it provides pertaining to SQL Server Express. Double-click AdventureworksDB.msi to install the sample database.
The Northwind and pubs can be installed from this Microsoft Web site.
After downloading SQL2000SampleDb.msi, extract the sample database scripts by double-clicking SQL2000SampleDb.msi. SQL2000SampleDb.msi will extract the database scripts and a Readme file into the folder C:\Program Files\SQL Server 2000 Sample Databases. Follow the instructions in the Readme file to run the installation scripts.
Other Resources
Running Setup to Install AdventureWorks Sample Databases and Samples
Help and Information
Getting SQL Server 2005 Assistance