You need to set up the lab environment as described in https://github.com/MicrosoftLearning/PL-300-Microsoft-Power-BI-Data-Analyst/blob/Main/Instructions/Labs/00-setup.md
Setup local lab environment
If you want to complete them on your own computer, you can do so by installing the following software.
SQL Server Database Engine
The lab connects to a localhost SQL Server instance. The following instructions will help you install SQL Server and configure the default options. You only need to install the Database Engine feature.
- Download the free Developer copy of install media
- Install SQL Server from the Installation Wizard (Setup)
You can use an existing SQL Server instance if you have access, instead of installing a local version. However, you'll need to modify the connection string from "localhost" to your instance name.
All setup and resource files can be downloaded from GitHub.
Extract the 'AllFilesDownload' folder to D:/ and rename it to 'D:\Allfiles'.
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hth
Marcin