SQL Express alone is just the server. And servers don't have icons. Or GUIs.
All you get with a basic download of SQL Express is the command-line tools
SQLCMD and OSQL. You can run queries from this, but it is not terribly
user-friendly in the long run.
There are other installs of SQL Express. I don't remember exactly all, but
get the with Advanced Services (I think it is called). That includes
SQL Server Management Studio Express.
I like to make to stress again that SQL Server is a server application
and does not have a GUI. Management Studio is a GUI, but it is just a
client like any other application, and it is only there to make it simple
to administer SQL Server and run ad-hoc queries. To develop a real
application, you need to use something like .Net. I mention this, because
I occasionally see people who have not understood this distinction,
but thinks that SQL Server is another Access.
--
Erland Sommarskog, SQL Server MVP,
esq...@sommarskog.se
Links for SQL Server Books Online:
SQL 2008:
http://msdn.microsoft.com/en-us/sqlserver/cc514207.aspx
SQL 2005:
http://msdn.microsoft.com/en-us/sqlserver/bb895970.aspx