As part of the CTE book there is a sample database that all the queries use.
You can download the create script for that sample database here and run it in your local SQL Server, or on a test SQL Server:
Due to the security settings of the web site, and many download checks, I was unable to anme the file CTEBookoSetup.sql, instead I had to name it with a .txt extension.
To use this, download the file, rename it to .sql instead of .txt and open in SSMS. Review every line of the file, then run it. I say to review every line of the file because you should never download sample code and run it without reviewing it.
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