How 2 connect SQL server 2005 on local PC?

I want to execute database queriies using SQL . I have installed SQL server 2005 Entp on my m/c . But when i ask for new querry then it asks me for connection . I unable to connect . Plz help me. Which authentication shuld i select?. What should b my server name & password. Also tell me how to add adventure works database to it. I hv setup of it. But how to import?