I'm not a Microsoft guy so take this with a grain of salt.
SQL Server Express is like a toned down version of SQL Server 2005|2008, sort of like how MS has Visual C# Express and Visual Basic Express. Essentially MS is creating freeware versions of their IDEs and technologies in hopes of competing with open source.
So you are probably not interested in SQL Server Express as it sounds like the MS SQL database already exists.
What you probably want is SQL Server Management Studio Express.
You might also want to read up on Microsoft's BCP program, which is suited for importing or exporting bulk data in and out of SQL Server.