10/8/24 Update
There was one more detail that was necessary on my new laptop which is Windows 11 and SQL Server Express 2022. See slide 6 in the attached PowerPoint. The encryption had to be set to "Option" for SSMS to connect to a local database.
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Attached is a step-by-step guide for installing Microsoft SQL Server Express on a Windows machine.
There are two downloads, the sql-server and a management studio. The management studio has a lot of features which can be a blessing and a curse (because it's complicated). You will probably need at least an hour to complete the install.
There is a simpler option some SE use called SQLite.
Both options are free.
Here is a link to a .mdf file to get you started. It has 20 tables including several popular ones like Diabetes, Semiconductor Capability and Tablet Production. There are examples like Movie Rentals, Movie Inventory and Movie Customers that can be linked as relational tables. Another relational group is Nicardipine with Nic Adverse Events, Nic Labs, Nicardipine Lab Patterns and Nic Demographics.
JMPStarter.mdf
Here is the list of files included in the database.
In the video below, I walk through the steps necessary to create a new empty database. These are steps 3, 4, and 5 in the PowerPoint document.
In the video below, I walk through the steps necessary to connect to an existing database. These are steps 3, 4, and 5 in the PowerPoint document.
In the video below, I walk through the steps necessary to set up schemas and move tables between schemas. This is step 6 in the PowerPoint document.
Thanks Hyde, these instructions work.
One additional minor detail is we also need data for the database for the demos 
Another idea is having a database accessible over VPN which SE's can connect to for demoing. This would eliminate the need for SE's to have to install a database on their local systems.
