Please follow the instructions of Microsoft on how to setup the MS-SQL Server. Because Microsoft moves their webpages quite often, we do not want to include the links here. To find information about the server, please google: "Download SQL 2014 Express with Management Studio".
Here's the link to the download site for MS-SQL 2014 Express: https://www.microsoft.com/en-US/download/details.aspx?id=42299
After you've setup the server, you can use XTAdmin to connect to the server and have it create a database for you. Please find more information in the chapter "XTAdmin".
Follow the same routine with MySQL 5. Setup the server and then use XTAdmin to connect and create the database for your.