Here are some possible ways to get started with setting up an AdventureWorks Database on your local machine:

1. Download and install SQL Server Express from Microsoft's official website: https://www.microsoft.com/en-us/Downloads/details.aspx?display=tabl...

2. Once installed, run the SQL script provided by Microsoft (usually called 'AdventureWorks2014.sql') to create a new AdventureWorks database.

3. After that you can start playing around with it in your favorite IDE such as Visual Studio or SSMS.

For example:

1. Open up Visual Studio 2020 and select .NET Core Web App (.netcoreapp3.x) under the ASP.NET core web application template.

2. Name your project something like 'AdventureWorks' then click Next until you reach Authentication->Individual user accounts -> Add, give it a username & password of choice (for this example let me use 'admin'/'password') and hit Finish.

4. Now in Solution Explorer double-click on the AdventureworksContext.cs file inside

- Project > Dependencies > NuGet Packages

5. In the new window search for 'Microsoft.EntityFrameworkCore' then install it.

6. Next, open up your startup.cs (or program.cs depending upon .NET Core version) and add these lines at top before `var builder = WebApplication.CreateBuilder(args);`

```csharp

using Microsoft.AspNetCore.Builder;

using Microsoft.Extensions.DependencyInjection;

builder.Services.AddEntityFrameworkSqlServer().AddDbContext(options => options.UseSqlite('Data Source=AdventureWorks.db'));

```

7. Run the application by pressing F5 or using dotnet run in terminal window.

8. Open up your favorite web browser and navigate to http://localhost:5000/ (default port) - You should now see an empty page with a heading that says 'Hello, World!'.

Now let's talk about how we can use Entity Framework Core (EFCore) to load data from our newly created AdventureWorks database into memory. First things first though; you'll need to create a new EFCore project in Visual Studio:

1. In Solution Explorer right-click on your solution then select Add > New Project...

2. Under .NET under 'Empty' choose '.NET Standard Class Library (.netstandard)' and click Next.

3. Name it something like 'AdventureWorks.Data'.

4. Right-click on the newly created project then go to References -> Manage NuGet Packages... (or right-click in solution explorer, select Add Reference -> Project...)

5. Search for 'Microsoft.EntityFrameworkCore' and install both packages.

Now let's create our AdventureWorks context class which will serve as a bridge between EFCore and your database:

```csharp

using Microsoft.EntityFrameworkCore;

public class AdventureWorksContext : DbContext

{

public DbSet Table1 { get; set; }

}

```

Finally, let's create a service that will be responsible for loading data from our AdventureWorks context into memory:

```csharp

using System.Threading.Tasks;

using Microsoft.EntityFrameworkCore;

public interface IAdventureService

{

Task GetDataAsync();

}

public class AdventureServiceImpl : IAdventureService

{

private readonly AdventureWordsContext _context;

public AdventureServiceImpl(AdventureWordsContext context)

{

_context = context;

}

public async Task GetDataAsync()

{

return await _context.Table1.ToListAsync();

}

```

Now you can use this service in your controller or wherever needed to load the data:

```csharp

using Microsoft.AspNetCore.Mvc;

public class AdventureController : Controller

{

private readonly IAdventureService _service;

public AdventureController(IAdventureService service)

{

_service = service;

}

'HttpGet'

public async Task Index()

{

var data = await _service.GetDataAsync();

return View(data);

}

```

And that's it! You now have a fully functional end-to-end application with Entity Framework Core and WPF.