the .sql file is located in the Database folder and it is called store.sql.
Yes, you could either browse to the sql file or you can copy and paste the code.
Once you have you have created your database, you will need to modify your connection settings and then your global settings which are specified in step 2 & 3 of "Set up your MYSQL database" section.
powerstore2_gsg.pdf
Let me know if you still have any further questions.