I don't know where to place the sample db.
I have mine setup on a Windows XP box with IIS, MYSQL and phpMyAdmin and all works well. We have small enough userbase that I am not too worried about the 10 connection limit. This XP box also host my SysAid helpdesk software, no problems so far! Knock on wood! And yes it was easy to setup and config, still working on getting the email portion to work but once I get that its ready to go.