The short story
The Enterprise Architect (EA) initial (SQL) scripts can be found here:http://www.sparxsystems.com.au/resources/corporate/index.html#sql_scripts
And here are the instructions to apply it:
http://www.sparxsystems.com.au/enterprise_architect_user_guide/13.0/model_repository/upsizingtosqlserver.html
The long story
What are these good for? If you want to run EA with a centralized model (stored on a RDBMS like Oracle, MS SQL Server, MySQL and so on) you should start by install that DB and create an empty database there (CREATE DATABASE DDL).You will be able to open an empty model from the EA tool (remote model) only after manually running this scripts on the SQL database (using the Administration tools of the DMBS or a general-purpose SQL tool like Aqua Data Studio, Squirrel SQL Client - open source, java-based, etc.).
After these initial steps you can have the full team working on the same (remote) model.
Remember: If you need permissions per package in the model you'll have to activate security.
(@2016-11-14: Added instructions link)
