Some questions

I would like to ask a very basic question. I installed MSDE 2000. I would like to know the following basic things:

1) After installation, do I need to configure something on MSDE?

All I did was: (1) Control Panel >>> Administrative Tools >>> Local Security Policy >>> Local Policies >>> Security Options >>> Unsigned non-driver installation behavior >>> Silently Succeed (2) I went to Control Panel >>> Administrative Tools >>> Data Sources (ODBC) >>> User DSN >>> Add >>> SQL Server >>> Then I add the Data Source Name + User name + Password

2) I am using Webmatrix (not Visual Studio .Net). Do I need to add the database to the code?

3) If my database is in the same folder, is the following code correct or do I need to mention the folder path?
SqlConnection("server=MyServer;uid=john;pwd=john123;database=Nort hwind")

4) May I know what are the advantages of using SQL against MS Access?

Regards,
Thomas