This post shows you How to Download and Restore the Northwind database to SQL Server, then you can use the Northwind database as a sample database to learn SQL Server.
Northwind database that can be downloaded as an executable sql script or as a backup that can be restored with sample data currently works with Sql Server 2005/2008/2012/2014/2016/2017
You can download the Northwind database at Codeplex or Foxlearn, unzip your file download, then you can see Northwind.bak file
You need to login to your sql server, then right click on the database -> select Restore Database...
Select your backup database file
Enter your database name that you want to restore
Click OK button to finish restore your database.