I have been following this tutorial: http://www.misfitgeek.com/2010/07/adding-asp-net-membership-to-your-own-database/
I have installed SQL Server Management Studio Express from here: http://www.microsoft.com/download/en/details.aspx?id=8961.
1) How can I locate my database?
2) How do I run the SQL script on my database from external file?