Windows: Install Microsoft SQL Server Developer Edition quick and easy
Install Chocolatey from Powershell
# Install Chocolatey
Set-ExecutionPolicy Bypass -Scope Process -Force; [System.Net.ServicePointManager]::SecurityProtocol = [System.Net.ServicePointManager]::SecurityProtocol -bor 3072; iex ((New-Object System.Net.WebClient).DownloadString('https://community.chocolatey.org/install.ps1'))
Install SQL from CMD
choco install sql-server-2019
Install SQL Management Studio
choco install sql-server-management-studio