>Been there, done that. I was looking for a database file for the sample that I could double-click, open, browse, but it seems i need to run scripts, etc. Is that normal?

Which samples did you install? I don't know what the "samples" file gives you. I downloaded the AdventureWorks database. Once downloaded and installed, you'll have to open SSMS, right click on Databases and select Attach. Then locate AdventureWorks_Data.mdf.

Does this help?