SQL Server is, by default, case insensitive; however, it is possible to create a case-sensitive SQL Server database and even to make specific table columns case sensitive. The way to determine if a database or database object is to check its "COLLATION" property and look for "CI" or "CS" in the result.
Northwind was originally created as a sample database for Microsoft Access. Microsoft also included it with SQL Server 2000. Although later versions of SQL Server did not include the Northwind database, you can easily install it.