You are inspired by the SQL tutorial and you decided you want to install a database on your Windows PC. So, you do a Google search to see how this is done. Then you realize that there is a large variety of relational databases you can install. Not only that, as you browse through the different pages, you find the installation instructions for all of them are complicated. First you need to figure out which version you should download and install, then you have to go through multiple pages to find the right instructions. Pretty soon you realized that installing a database on your PC feels like a major project in itself.
This blog shows a simpler way. Assuming your goal is simply to have a database so you can practice your SQL skills, my recommendation is to go with SQLite3 for its ease of installation, its ease of use, and its small storage requirements. One thing to note with SQLite3 is that it does not have all the SQL features (here is a short list of common SQL features not available in SQLite3). Having said that, the truly important features are included.