In case you're not sure, the default location will be something like:
C:\Program Files\Microsoft SQL Server\MSSQL13.[SQL Instance Name]\MSSQL\DATA\

Where [SQL Instance Name] is the name of the...

use this shortcut accidently all the time, too used to using it for a new tab in Firefox, which my brains translates to "new Query tab" in SSMS every now...

The error is telling...

What are you using to join your two tables? There appears to be no ID field in your data, so how do you know Peter? Vanderbroek is Peter vdb?

With no sample data, this is a little difficult. At a guess, maybe something like...
DECLARE @Newprice decimal(12,2), @SKU varchar(10);
--Assume you provide the SKU so that it...

On a separate note I would also suggest using a JOIN clause, rather than a CROSS APPLY and then doing the matching in your WHERE clause:

Yes, the database will just run in compatibility mode 110, as it is a SQL 2012 database.

I could be missing the point entirely here, but do you mean something like this?
USE DevTestDB;
GO

CREATE TABLE example
  (id int IDENTITY,
  ...

For my own sanity, and probably others:
SELECT CLAIM.DClaim.FormNbr, CLAIM.DClaim.AdmitDate, CLAIM.DClaim.Membernbr,
       CLAIM.DClaim.TotalNetAmt, DClaim_1.TotalNetAmt AS TotalNetAmt2,
       CLAIM.DClaimServiceLine.NetAmt, CLAIM.DClaimServiceLine.ProcedureCode,
   ...