Is Northwind database even installed?
You DO know that Northwind database is somewhat dated. I suggest you download from the MS site a more current target for SQL Server development samples ... say AdventureWorks.
By the way, your tag is specifically, and solely, "Sql-Server". If you don't generalize and add more peas to the soup, the only answers you'll get here in Q&A are going to be within that narrow "green" scope.
[Edit]
Ok Awais ...
1. Download the Northwind.sql.zip from codeplex ->
http://northwinddatabase.codeplex.com/releases/view/71634[
^]
2. Unzip the .sql file into a directory on your installation drive.
3. Using SQL Server Management Studio (try to) open the script named "Northwind.sql"
4. Tricky part here ... in one case that "open" will result in a notepad rendition of the file. It's ok. But you want to get that script that you see there printed on the page INTO ssms editor as a viable, encoded .sql script.
Now, you could try, again qualifying the fact that all systems are different, and it might work for you (doesn't for me), opening this unzipped script USING "guess encoding". It will open in ssms .. BUT the code won't be readable by ssms. And by readable I mean executable.
5. The least tricky part (thee/my way). Just open the unzipped Northwind.sql using notepad, Ctrl+A the entire text, Click on the "New Query" button to make a script space in the ssms editor window, and paste this copied text. You'll notice that the code is colorized.
6. Before you "F5" this (entire) viable script, you've got to create the "Northwind" DB on your machine. To do that, in "Object Browser" right click on the "Database" folder (its a treeview) and select "New Database". In the popup fill in the Database name "Northwind" and hit OK.
7. The thought just occured to me that you don't even have an instance of SQL Server running on your machine. In which case before you do any of the above stuff, go to the Microsoft site and download any of the (great, as in robust) SQL Server packages. I recommend SQL Server 2008 R2 64-bit with Advanced Services. There's probably a help file that is a "Book on Line" commonly refered to in lay parlance as "BOL".
8. Good luck.
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