This post is to complement the advanced configuration article for TFS Express. Part of that article, I was installing TFS Express on a specific instance of SQL Server Express in case more than one instance existed.
Launch the SQL Server Installation Center from the start menu
Click on the New SQL Server stand-alone installation. You may be asked to provide the path for the installation folder for SQL Server which you can download from MSDN. You need to extract it first.
Select the Perform a new installation of SQL Server 2012 option and click next
You need to have the Database Engine Services checked. Click Next
Select Named instance. I named it TFSSQLExpress. Click next
I am leaving the default account names
I am leave the Authentication Mode as is (Windows Auth) and click Next
When the installation is complete click the Close button