The real problem comes from this new architecture. First, you have to install Parallels, which is quite easy. Just follow the installation guide. Then you have to install Windows 11, which is part of Parallels. So far, so good. Then you have go to the foolowing github repo https://github.com/jimm98y/MSSQLEXPRESS-M1-Install. Use the download button (Click on Code button and pick 'Download ZIP'). Extract this somewhere on your C:\ drive on the virtual machinve (Win11 VM).
The following steps might be accomplished from WindowsExplorer, but don't forget to start it as Administrator.
Start Terminal as Administrator (Use the start menu, type 'CMD' and pick Run as Administrator). Navigate to the correct folder using "cd C:<name_of_the_folder_where_you_extracted_all_files_from_the_zip>" Then go to "src\Scrips" subfolder. Start the Sql2019Express.bat script.
After this is finished you should see MSSQL EXPRESS 2019 up and running.
To validate that everything is fine download the latest MS Server Management Studio SSMS - https://learn.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-ver16
You should be able to connect to your local express instance.
Tips: You can create new user or enable "sa". You can change its password. You can change the authentication of your server. https://learn.microsoft.com/en-us/sql/database-engine/configure-windows/change-server-authentication-mode?view=sql-server-ver16