The difference between sql server management studio and express
SQL Server Management Studio would have more features built in whereas express edition is comparatively limited
In fact the proper full version of SQL Server is enterprise edition having full features
You wont get Reporting etc features in express edition (either not supported, or you have to download the setup to
add the reporting features)
SQL Server Express Community Technical Preview (CTP) edition is free to download from microsoft
Any version of SQL is supported on the OS's you are mentioning, so if you are not using too many out of the box features
from SQL Server, you can install the express edition any way !
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