Using SQL Server Express LocalDB in Azure DevOps

Actually it is quite easy to use SQL Server Express LocalDB in Azure DevOps. The service just needs to be started with a command line (i.e. using the Powershell task):

- task: PowerShell@2
  displayName: 'start mssqllocaldb'
  inputs:
    targetType: 'inline'
    script: 'sqllocaldb start mssqllocaldb'

In all subsequent tasks, the database engine can be used. I.e. following connection string is valid:

Data Source=(localdb)\\MSSQLLocalDB;Initial Catalog=my-db;Integrated Security=True;