Make sure you have administrator rights along with user rights assignment to debug programs and manage auditing and security log, found in secpol.msc > local policies > user rights assignment.
Install Microsoft SQL Server 2008 R2 express. Go with the defaults mostly, make changes to your preference or environment, but you must make the SQL instance “MICROSOFTSCM” and have the SQL server database engine use NT authority\system for the account name, do not enter a password your system will take care of that. I would also add your domain or local administrators group to have permissions on the SQL server.
Install Microsoft Security Compliance Manager accepting the defaults or making environment specific changes.