Doubt in database prblem for the newbie

Question

Hi All, Im very newbie for the C# work. I started to learn the stuff, I want to create some applications to learn the C#.

  I wanted to create a telephone directory application for learning the Db and Windows forms. Now I have a doubt in the db, if I want to create the application and store the telephone numbers and others in a database. Now if want to install the application in a different machine, where the Db is not installed at all. 

  So if I install what the solution to work. Can anyone please explain what the work around to do if I want to give a setup for the application where there is no database installed. 

Thanks in advance