I downloaded the Northwind and Pub examples, after having installed SQL 2008 Express, and with respect to Northwind there is no problem but I can't connect with the Pub database. With respect to Nortnwind there is both an mfd and an ldf file, but as to Pub there is no ldf file. I understand that this may be the problem. I have installed the download three times but with the same result. I hope someone can tell me how I can resolve the problem.
Thanks for the advice Aaron. I discovered that there was a pubs.ldf file after all, but it somehow was put into a different folder. When I transferred it to the right folder I was able to attache the database with no trouble. As a result, I did not have to try your interesting suggestion to create the database.