New to SQL

  1. Did you install SQL Server Express 14 or just download it?
  2. Do you mean Windows administrator or SQL sysadmin access?
  3. Where are you looking for an indicator that you have administrator access?

AdventureWorks 2012 should do fine, though there is a 2014 version, I believe. And...it's not SSMS that matters here. SSMS is just an IDE. There are many others (VS Code, SQL Operations Studio, LINQPad, Toad, etc, etc,)