I'm really not aware of "excercises" that you can do with any of the sample databases.
If it helps at all, and I doubt it does, both my books use AdventureWorks for all the samples.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning