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Once you have downloaded the .exe file, follow these steps to install and create an instance of SQL Server : Run the .exe file and choose "Download...
![SQL Server 2019 Installation Guide [Developer Edition]](https://cdn.hashnode.com/res/hashnode/image/upload/v1713170636861/6cdba72b-c094-4ca0-a245-5148d8856dff.png?w=1600&h=840&fit=crop&crop=entropy&auto=compress,format&format=webp)