Sample database files are great if you are interested in learning the basics of SQL Servers and SQL Querying.
After installing the SQL Server the first thing you may have to do is bring in some data. Microsoft has provided lots of samples and AdventureWorks is one such database of a hypothetical company and it is bigger than the Northwind database of a hypothetical company.
Here is a Swaytorial that helps you to bring in data to your server. Enjoy!