Beginner question for programming database application.

If I develop a C# app that uses an SQL database and I intend to distribute the app to different users as a stand-alone desktop app, will all these users need to have SQL Express installed on their machines, or will my app work natively with the Windows version that resides on their computer by default?

The idea here is that I do not want to develop an app using a database that would require me to have all of my intended users download add-ons to their systems, nor do I want to have to do that for them. I want my app to install automatically, generate their empty database, and just "go." I don't want any going elsewhere to get add-ons, because my target users are not IT sophisticated, and I don't want the added pain of having to do all these things for them.

I know it's a basic question, but I need to start off in the right direction, and choice of database is an important one. I would like to use something that works well with relations and indices and gets along nicely and easily with Vis. Studio and C#.

FYI, it's a rinky-dink app, and so security issues are no big deal.

Thanks.