KS.CRM supports MS-SQL Server since version 2005 or above. The latest version is recommended. The free Express version is enough. Large databases run faster on a non-free version of the SQL server. You should not install a SQL Server on a notebook. You may also use a SQL Server hosting service or you could use cloud services that provide a SQL Server, so that you can access your database from anywhere in the world.
Select the Program menu Tools|Create new database.
You will need a login on the SQL Server, which has sufficient rights to create databases and objects. You should normally be DBO (database owner) for this database.
In menu Extras|Manage Users you can create additional users or delete them if you have the rights to the database. Of course you can also use the SQL Server Management Studio.
A new database user should open menu Extras|Edit my profile and enter at least his first and last name. Many program functions show this user name later on.
Use the SQL Server Management Studio (SSMS) to make a backup plan. This requires good administration skills for the SQL Server.