I'm totally confused by SQL at this point. I downloaded the Free one offered on MSDN, so now, what do I do?

Do I copy and paste that code?

I'm very lost. Personally, this is the most difficult thing I've encountered.

Does that SQL download turn my computer into the server?

Can someone walk me through what to do to:

a) get my database to update
b) get my software to update automatically

I have no idea where to even begin as far as coding is concerned.

also, does the SQL programming have to be in a different form or can it be in my main form?