Firstly you need to be aware that the target machine will need to have SQL Server already installed on it ... unless you are using something like SQLLite, LocalDB, MySql etc etc.
You will need to script something to copy the database across ... have a look at this article
Deploy SQL Server databases easily with an Installer class[
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If you are using one of the smaller footprint sql-lokk-alikes then check the documentation for them to see which files you will need to copy across into your application folder (e.g. for sqllite it's SQLite DLL, and MSVCRT.DLL)