From the link:
Prerequisites
To complete this walkthrough, the following software and components must be installed on the development computer:
Microsoft Visual Studio® .NET 2003 or Microsoft Visual Basic® .NET Standard 2003 Microsoft Visual Studio Tools for the Microsoft Office System Microsoft Office Professional Edition 2003 Microsoft SQL Server or Microsoft SQL Server Desktop Engine (MSDE) 7.0 or 2000, with the Northwind sample database installed. This demonstration assumes that you've set up SQL Server/MSDE allowing
access using integrated security.
Do you have all these tools installed?