SQL 2005 doesnt have sample databases installed by default like SQL 2000. To get sample databases, follow these steps:
1. Go to START>CONTROL PANEL>ADD/REMOVE PROMGRAMS
2. Go to SQL 2005 CTP, and click CHANGE
3. A box will pop up with 4 options, Click the WORKSTATION COMPONENTS
4. Now you will go thru the install process, but don't worry because it will not erase or overwrite any of your data.
5. Click CHANGE INSTALLED COMPONENTS
6. Go to SAMPLE DATABASES, and install the one you want.
7. Finally start SQL, and the sample database you installed should be there!