how to make a setup of the project with Sql database

You may need to deploy some database, and/or the server. Refer the documentation of your SQL server on deployment of the server with applications and required licenses.

However, as to the server itself, it's usually overwhelmingly beneficial just to claim it as one of the prerequisites. Very often, the customer will have their own license or the plans to obtain some licenses for the product(s) compatible with the one you require. They would like to reuse these products, instead of installing something redundant. And dealing with redistribution licenses and embedding them could be way to bothering.

—SA