Let me try this again....
The link I showed you earlier was for SQL 2012 SP1. When you click on the download link near the top, there are various options to choose from. I would suggest either of these:
SQLEXPRWT_x64_ENU.exe
SQLEXPRWT_x86_ENU.exe
The x86 version is for computers with 32-bit processors and operating system.
the x64 version is for computers with 64-bit processors and operating system.
If you are unsure about this, then go with the x86 version since it will still work on 64-bit systems.
As for importing... I suggest you read this blog:
It will show various ways to import data. Since you primarily want to learn, I would suggest that you pay particular attention to the SSIS method. I believe the blog came out before SQL 2012 did. However, I suspect that it will be similar enough to help you learn.
I would actively discourage you from installing MSDE. There have been many enhancements to SQL Server since MSDE came out 13 years ago. It's not just about the enhancements though. Much of the information about SQL server that you will find on the internet will assume a version of SQL server that is newer than sql2000/msde. You'll likely find yourself working harder at finding TSQL for sql 2000.
-George
Microsoft SQL Server MVP
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