Delphi PE does not support database components. You may get away for a couple of months without it .
Try http://www.turboexplorer.com/delphi for a free (mega ) download. I don't know if the database components covers what is needed in this course, as I have done c114 3 years ago, and used a magazines cover disc delphi 4 then.
The site does say, "Easily connect your application to your data on InterBase, MySQL, MSDE, Microsoft Access, Paradox, and dBASE databases" but maybe you should check out the feature matrix 2c if Turbo Delphi Explorer supports it.
The textbook actually guide you to switch off all the fancy things added in the new versions. It guides you to use the interface like you get when using v7PE. In INF we won't be using the other fancy gadgets, but if you are from COS, you might need to get the new version.
Re the download from turbo - you have to have .Net installed before trying to download this.
I tried to install MySQL-4.0.18 and I got a message that it was a 16 bit system and it would not continue the installation. I have Windows XP. Is there something that needs to be done, or downloaded before this installation