Partly personal preference, partly an inability to answer your question in a Windows programming environment, not being particularly familiar with SQL Server. While you can install things such as postgres, python, etc on Windows, getting a working setup on an ubuntu system to play with for free, is trivial:

e.g.

• Install OS
• Open command prompt
• sudo apt-get install python
• sudo apt-get install python-pip
• sudo apt-get install postgres
• sudo apt-get install python2.7-dev
• sudo pip install psycopg2
• sudo -u postgres psql "--command=CREATE USER test PASSWORD testing;"
• sudo -u postgres psql "--command=CREATE DATABASE testdb OWNER test;"

• python

• import psycopg2

• connection = psycopg2.connect(username='test', password='testing', dbname='testdb')
• cursor = connection.cursor()
• cursor.execute('SELECT 1;')
• print cursor.fetchone()

(Code not tested, don't currenty have an environment to test it on... you get the idea though.)

Again though, this is the environment I do nearly all my coding work in. I'd not be surprised if a Windows developer found getting an SQL Server Express install up and running on their system to be far easier for them. I'm just not able to walk you through that.