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based on an earlier version of the Wolfram Language.
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DatabaseLink Tutorial

Using the Example Databases

DatabaseLink contains a number of example databases (many use HSQLDB). These allow you to try examples in the documentation and learn the details of working with databases in Mathematica. The examples are configured to run in $UserBaseDirectory/DatabaseResources/Examples (they cannot reside inside the main Mathematica installation directory). To run these examples you will need to install them. You can do this by copying the files or by running the command DatabaseExamplesBuild from the DatabaseLink`DatabaseExamples` package. This function will install the examples (if necessary) or restore them to their original state.
The following shows the location of the database examples on this computer.
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DatabaseLink`DatabaseExamples`load the DatabaseExamples` package
DatabaseExamplesBuild[" "]install and restore the database examples

Using the DatabaseExamples` package.

You must run DatabaseExamplesBuild the first time you want to use the documentation, and after you have been working with the example databases and want to restore them to their original state.
First, the package is loaded.
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Then the examples are installed, if necessary, or restored to their original state.
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If you want to install the examples by hand, copy the Examples directory from inside the DatabaseLink installation directory (typically this is $InstallationDirectory/AddOns/Applications/DatabaseLink) to $UserBaseDirectory/DatabaseResources.