It probably came with the book. See http://studentoffortune.com/question/106051/Premiere-Products-Exercises---Chapter-6---Database-Design
In SQL Server most developers now use AdventureWorks database as a sample database. In older version of SQL Server there was Northwind Database.
The database you're talking about is probably from the book you need to use for your course (and may be it's on the disk for the book). Try to get this book in your library.
Also, this link http://tunweb.teradata.ws/tunstudent/databases.html shows several books referring to this example database.
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