the "files" should look something like
BLL (a folder yes?)
DAL (a folder yes?)
UI (a folder yes?)
.sln (the solution file)
what that is insinuating to me is that most likely it is three projects in one solution named BLL, DAL, and UI ... probably Business Logic Library? (BLL) Database Library? (DAL) and User Interface? (UI) again all shots in the dark w/o seeing it... anyways launching the .sln w/ visual studio will open everything you need and allocate everything to it's folders respectively.
Now... "What language is it in?" expand down into those folders and look and see f you see .vb or .cs if .cs C# if .vb Visual basic and if both then you are in for a nightmare and whoever wrote it should be shot.
"Where would my database be located?"
You need to set that up. If.... IF! they did it correctly if you look in the config files under
connectionString="data source=.\SQLEXPRESS;Integrated Security=SSPI;AttachDBFilename=|DataDirectory|\aspnetdb.mdf;User Instance=true"
*that is microsofts auto generated code btw*
that will be something else and should have connection strings more intuitive to the project as such... if that's all you see, your are in for another nightmare bc that means they hard coded all their DB connections and you will need to modify them by hand. Best of luck post back w/ more Q's