1. You can download northwind sample database in sql server 2008 from Microsoft website. If you need download from this location  Northwind and pubs sample database

2. Once download the exe run and install. The Database will be created at the following location.

C:\SQL Server 2000 Sample Databases

 Northwind and pubs sample database path

3. Open Microsoft sql management studio and right click on the database and attach it.

Attach database in sql server