C# Entity Framework Basics Entity Framework and Databases Database Server Installation and Configuration

Why wasn't this part of the first module Introducing Entity Framework?

This doesn't make sense because I followed along with the first section where y the instructor not once mentioned that you need to have one set up so I logically ignored the database connection instructions as it was just a presentation and not meant to follow along. I get to the end of that module and now I realize I was supposed to create a database somewhere. I am so confused about how to follow along with this course? Should I take a step back and go to SQL and create a fake database? This approach means I am fast forwarding, pausing, and rewinding the video as well as jumping to different videos to grab the correct requirements for the database schema, tables, and columns. I estimate that this will take me an hour or so which means I'm doing more work than necessary to learn this Entity Framework.

Can someone who knows this course or has been through it explain to me what I need to do?