Window Application Deployment

I am making one windows application in VB.NET. I am using SQL Server as database.
So, my question is if I want to deploy the .exe file to the client. Then is it necessary that SQL server should also be installed in
his computer?

And if not, how can he maintain his database with my application. I mean what files I should supply to him with SetUp exe.?

As I am new to Windows Application, can anyone explain about it... or give some article links so I can understand the whole process
from creating application to End User deployment.

Thanks for help in advance.