Hi Kevin,
The demo databases are generally installed alongside PowerBuilder. But for this to be able to happen, you need to already have installed the DB Provider.
That is, if you wish the installer to offer you the SQL Anywhere Demo DB you need to already have SQL Anywhere installed on your system before installing. Same with PostgreSQL, you must have the client installed on your computer for the installer to offer you the option to install the Demo DB.
So, if you want the Demo DB you can uninstall PowerBuilder, install the DB Client (SQL Anywhere, PostgreSQL) and then install PowerBuilder again (you will need to select the Demo DB when choosing the features to install)
Hope this helps.
Regards,
Francisco