Take samba out of full screen by logging in as admin and double clicking the logo in top left.
The titlebar of the window shows samba version and db type, it will be at the end.
You would know if you installed SQL Express, its not part of the samba install and is a 1.6GB download so you would probably remember.
Samba does have option of LocalDB which is a local single user SQL ‘lite’ version.
For multiple terminals you need full SQL Express (free version is fine).
Kendash has good tutorial for instal and setup of SQL Express;
The ‘bonus’ for converting from CE to SQL is only needed if you were running Campact Edition, which will show as CE in the title bar.
If you wre using LocalDB you just need to backup and restore after switching to SQL Express