1) I've changed the connection strings to my local sql express server. Login Page comes with the user Sam. Where can I find the password ?

2) I Wonder that When the application starts, There are no tables in the specified database ? Is there  a checkpoint and validate the model across the database ? If  there no tables, generating scripts over model and apply these scripts to database ?

Please give me a guidance to run demo applications correctly and getting deeper knowledge about XAF. 

See my screenshot below. It seems that all tables exist when starting the MainDemo application.
XAF creates them automatically.So, you should not be concerned with generating tables in a database - simply declare your business objects. XAF will do everything else itself.

Please refer to XAF documentation for more information.

PS. If you wish to receive direct assistance from our Support Team, use
Support Center at http://www.devexpress.com/Support/Center

Thanks for your advice.

I have run the demo.