I have a folder per course with my demo files, and also one folder for files that are shared between more than one courses, the "common course" folder: TiborCommonSqlScripts.zip. Most files are .sql files which you can use as-is. You will find SSMS project and solution files, and if you want to use the solution folder you need to unpack the common files to this folder: C:\Kursfiler\Kurser\TiborCommonSqlScripts. When you open a file, SSMS will try to connect to my SQL Server name, a tip is to delete the connection in each project.
The demo-databases that I use are in most cases any of the Adventureworks databases. I use the 2014 versionernas so I don't have to deal with memory-optimized tables. You find the demo-databases here. I sometimes use a table names FactResellerSalesXL in the DW database, which is a copy of the corresponding page-compressed table and you can create this using SELECT INTO and then create a clustered row index on the (SalesOrderNumber, SalesOrderLineNumber) column kombination.