For instance create a mdf database. Then work on creating tables, views, store procedures, functions, and what not. Bellow I have provided a screen shot, that is been lunched right after you create a mdf file based database.
Visual also have some rich table creating and manipulate facilities. When we create a mdf file based db, it automatically creates a data connection for us in server explorer. Note that we can also connect to SQL server express, sql server, oracle , odbc and any database with a supported provider.
One key improvement is that not only we can create and modify any kind of database object in visual studio but also we can attach sql debugger to step in to store procedure to to see what is happening inside the query.
There are many more database related feature in visual studio and looks like its moving towards perfection as a IDE. But I have a concern though, when the IDE will be perfect obviously It would be performance issue, the big guys from MS should look after it.