Do I always have to attach a SQL database before I login

NO. The very first time the system is installed and configured on the server where SQL Server is installed, you may need to attach the database, depending on whether you have been supplied with a .MDF file or a .BAK file. If you have received a .BAK file, in needs to be restored, if you have received a .MDF file, you will need to restore it. Once the database is attached or restored, you just login to work and logout when you are finished

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