Thanks. In fact, I have downloaded the zip file and creaated the web site. Just did not noticed that there is a SQL Scripts folder.
Anyway, I had a "Server Application Unavailable" error when running the default.aspx. Then, I realized that I saved the application files in "My Documents" directory. The IIS managere showed an "Access Denial" error. After saved to the C:\drive, the web site works now. Thanks.