The customized copies of the Northwind database included with the samples ship without an LDF (log) file. This is done intentionally, ...

The customized copies of the Northwind database included with the samples 
ship without an LDF (log) file. This is done intentionally, so that the LDF and 
MDF files do not get out of sync. When you run a sample that uses the database, 
or attach to the database from the Server Explorer inside Visual Studio, the LDF 
file will be created automatically. You may have trouble connecting to the MDF 
file if you are using the SQL Server Management Studio without first creating a 
log file.