Sorry to hear you have so much trouble getting started. Up to your questions:
- The decision for the default install location of our products is company wide. If you do not like it, you can always change it from the "Custom Setup" step of the installation wizard. However running Visual Studio as administrator is always a good idea and the various problems of not doing so are covered in blogs, forum threads and tweets around the net.
- If the AdventureWorks database is not installed on the local instance of the SQL Server the installer is trying to create it with the instawdb.sql script you can find in the <InstallDir>\Telerik\Reporting Q2 2010\Examples\Data\AdventureWorks OLTP.
The connection string is constructed dynamically from the selected instance of the SQL Server and the Authentication you choose - for example "Data Source=(local)\SQLEXPRESS;Initial Catalog=master;Integrated Security=SSPI". Please note that the successful installation of the examples depends from your proper administration of the SQL Server instance. You can read more in this article"SQL Server 2005 Security Best Practices - Microsoft Corporation". The error you've got is covered in the Error 27502 when running Telerik Reporting installer KB article.
- We have not encountered such problem so far. Can you verify that you did not have AdventureWorks database installed prior installing Telerik Reporting? We ask this as there are several distributions of AdventureWorks and you might be referring to the correct one for the preview and wrong one for the Windows Forms examples. Check the app.config file in CSharp.ReportLibrary and in CSharp.WinDemo - the connectionString in both should be the same.
All the best,
the Telerik team