Please follow the steps below to install Microsoft SQL Server Express 2019:

  1. Download the installer from this location: 
    Start the installation by running the downloaded .exe file.
  2. Select the Custom installation type and continue.
  3. When the SQL Server Installation Center dialog shows, click on the New SQL Server stand-alone installation or add features to an existing installation link.
  4. Proceed through the installation steps (use the default configuration suggestions and click Next) until you reach the Feature Selection screen. The only thing that needs to be selected here is the Database Engine ServicesClick Next.
  5. Proceed until you reach the Database Engine Configuration screen. Select the Mixed Mode option under the Authentication Mode section. Type a password for the system administrator (sa) user account (you will need this password if you are to be using Helium Streamer or if you will be connecting to SQL Server Express from a different machine that it is installed on so please remember it). Click Next and proceed with the installation.
  6. The temporary folder used for the installation process (typically C:\SQL2019) can now be deleted.