The tables should be created for you when you activate Connections. What you need to do is make sure the database user that Instant WordPress created for the database has create and alter table capabilities. You’ll have to refer to Instant WordPress support to learn how since I am not familiar with the product. I’m a bit surprised that the database user create would not be created with those capabilities from the beginning as many plugins needs custom tables to operate correctly.
If the database user created by Instant WordPress does have create/alter table capabilities, then find out where Instant WordPress saves its PHP error log, maybe something in there will reveal why the tables are not being created.
As for the sample db, that could work, but I have none to give. Its probably better to learn why Instant WordPress is not creating tables.