Is there a guide for installing and configuring SQL on Windows? I thought there was one on the old forum but I can't find it. In any event I was hoping for something for SQL Express 2016.
SQL Express 2016 is pretty straightforward to install. I think you can just follow the installation guide by clicking Next until it has been installed.
Now you can start Helium 12 and create a new database from the Database Management dialog (CTRL-D).
Express Core is enough.
What if I have SQLServer Express on my server? What should I do to connect to it?
You can connect to a SQL Server Express database if you know it's instance name (most likely SQLEXPRESS unless you changed it)
Connect to SERVERNAME\INSTANCENAME e.g. MYSERVER\SQLEXPRESS.
You need to have SQL server authentication enabled as well as a username and password also.