Before you can administer a database, you need one running. Installation & configuration is where you move from writing queries to setting up the server itself: downloading it, installing it, and getting it ready to use.
You'll install PostgreSQL and MySQL, the two open-source database systems you will meet most often. Along the way you'll set up the superuser password, choose the port the server listens on, and connect with an admin tool such as pgAdmin to create your first database. Seeing both systems side by side shows what is common to every database server and what differs between them.
With a working server of your own, you'll be ready for the next module, Indexing & Query Tuning, where you learn to make queries run faster.
A step-by-step walkthrough of installing and configuring a PostgreSQL server, a good first install to follow along with.
A beginner course that includes a Windows installation of PostgreSQL and pgAdmin, then setting up your first database with pgAdmin.
Install MySQL on your local machine, then work through creating tables, data modeling, locks, and SQL Explain.
A longer PostgreSQL course covering databases, tables, extensions, sequences, and constraints, for going deeper once your server is running.