Hola dev como estan espero que bien, en este articulo les muestro a como crear una base de datos en sql server
USE [Colegio]
GO
/****** Object: Table [dbo].[Alumnos] Script Date: 1/09/2022 16:48:40 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[Alumnos](
[IdAlumno] [int] NOT NULL,
[nombres] [varchar](50) NULL,
[telefono] [char](10) NULL,
[idDistrito] [int] NULL,
CONSTRAINT [PK_Alumnos] PRIMARY KEY CLUSTERED
(
[IdAlumno] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY]
GO
/****** Object: Table [dbo].[Distrito] Script Date: 1/09/2022 16:48:41 ******/
SET ANSI_NULLS ON
GO
SET QUOTED_IDENTIFIER ON
GO
CREATE TABLE [dbo].[Distrito](
[idDistrito] [int] NOT NULL,
[nombre] [varchar](50) NULL,
CONSTRAINT [PK_Distrito] PRIMARY KEY CLUSTERED
(
[idDistrito] ASC
)WITH (PAD_INDEX = OFF, STATISTICS_NORECOMPUTE = OFF, IGNORE_DUP_KEY = OFF, ALLOW_ROW_LOCKS = ON, ALLOW_PAGE_LOCKS = ON, OPTIMIZE_FOR_SEQUENTIAL_KEY = OFF) ON [PRIMARY]
) ON [PRIMARY]
GO
ALTER TABLE [dbo].[Alumnos] WITH CHECK ADD CONSTRAINT [FK_Alumnos_Distrito] FOREIGN KEY([idDistrito])
REFERENCES [dbo].[Distrito] ([idDistrito])
GO
ALTER TABLE [dbo].[Alumnos] CHECK CONSTRAINT [FK_Alumnos_Distrito]
GO