Open the Server Explorer window (menu: View / Server Explorer).
Add a connection to the SQL Server 2005/2008 Express (right click on the 'Data Connections'
node, choose 'Add Connection' and pick 'Microsoft SQL Server' option):
server name: <machine_name>\SQLEXPRESS,
authentication mode: Windows Authentication (by default, SQL Server 2005 is configured
to disable connecting using SQL Server Authentication),
click 'Test Connection' button to check the connection.
SQL Server 2005/2008 Express is a free version of Microsoft SQL Server. It can
be used also in commercial applications. As an administration tool, the SQL Server
Management Studio can be used. Visual Studio can also help in some administrative
tasks.
Create a database (click using right mouse button on 'Data Connections' node and
choose 'Create New SQL Server Database').
You are able to add visually tables, relations, diagrams, views, stored procedures,
triggers, etc.
You can also add data to your tables and execute views and queries.