Northwind.bak.zip - Northwind database backup for Sql Server 2005 and 2008.
Unzip / decompress the file then use the Restore Database option from Sql Server Management Studio 2005 / 2008 to restore the database
Northwind.sql.zip - - Northwind database creation script for Sql Server 2005 and 2008.
Create a database called northwind in your Sql Server then.
Unzip / decompress the file then open the sql file in Sql Server Management Studio 2005 / 2008 and hit F5.
OR
run the below command (sample)
sqlcmd -S Localhost -d Northwind -i D:\Sql\Northwind.sql