You have to attach the database. Read the complete instructions here:

http://www.codeplex.com/SqlServerSamples/Wiki/View.aspx?title=SQLServerDatabasesandSamplesOverview&referringTitle=Home

Copy/paste from the article here (run this code in a query in SSMS):
exec sp_attach_db @dbname = N’AdventureWorks’,
@filename1 = N’C:\Program Files\Microsoft SQL
Server\MSSQL.1\MSSQL\Data\AdventureWorks_Data.mdf’,
@filename2 = N’C:\Program Files\Microsoft SQL
Server\MSSQL.1\MSSQL\Data\AdventureWorks_log.ldf’

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