Once we've downloaded and installed it, launch the SQL Server Management Studio. We will be prompted by a Connect to Server modal window that will allow us to connect to our local SQL Server instance.

To do this, select the Database Engine server type and then, from the Server name drop-down list, choose <Browse for more...>. Another pop-up window will appear, from which we'll be able to select the database engine we just installed on our server:

As for the Authentication part, we can leave Windows Authentication for now, it being the default SQL Server authentication mode; however, we'll change it soon enough.

When we're done, click on the Connect button and a Server Explorer window will appear, containing a tree view representing the structure of your SQL Server instance. This is the interface we'll use to create our database and also the user/password that our application will use to access it.