Northwind is an old database (coming from the MS Access days) that stood the test of time. It is a simple, lightweight database that is great for proof of concepts, working prototypes, demos and presentations. However, the new SQL Server versions do not install Northwind as a sample database on your computer. So unless you have a Northwind.mdb somewhere and want to upsize that database, you do not have access to this database.
Well, there is still hope. Microsoft has Northwind and pubs database available for SQL Server 2000 at this address: http://www.microsoft.com/downloads/details.aspx?familyid=06616212-0356-46a0-8da2-eebc53a68034&displaylang=en
Once you download the setup program and run it, you will see that a folder named “SQL Server 2000 Sample Databases” is created on your c:\ drive. If you go to that folder, you will see Northwind and pubs databases. You can either attach the .mdf files in SSMS or run the SQL scripts.
Additionally, codeplex has a SQL Server product page that has all the samples for lot of different database versions. It may be worth checking out: http://sqlserversamples.codeplex.com/
On top of that, there is an initiative for “Northwind Community Edition”. This initiative aims to extend the Northwind database and bring it to 2010 (from 1990’s). There does not seem to be much activity in the project lately, but if you want to check it out, here is the address: http://northwindcommunity.codeplex.com/