You have to install one the following versions of Microsoft
SQL Server (Standard, Developer, and Enterprise). Please note that the
developer edition can even install on Windows XP or Vista and it is only used
for development purposes.
After installing Microsoft SQL Server, you get the three
Business Intelligence Development Studio
SQL Server Management Studio
SQL Server Reporting Services
You can always substitute the third choice with one or any
combination of the following.
Microsoft Office (specially Excel)
Any 3rd Party tool