SQL Server Configuration Manager shows no services
You have just downloaded the Management Studio, which is nothing else as an IDE. It seems to me, that you haven't downloaded/installed the SQL Server itself.

You can download it right here. On the website, just hit the download button and check the SQL Server, which is called something like SQLEXPR_x64... or if you running a 32 bit system SQLEXPR_x86....

For those who haven't SSMS downloaded, you can check SSMS on the same download page too and it will be downloaded with the server.