anyone can help me to guide to setup sql server 2005 or 2008 run in Linux Server (ubuntu) please gyide me
Does is have to be specifically SQL Server 200[5/8]? Iirc they are microsoft products so you'll have a hard time getting them to work on Linux.
If it's just an SQL server you need in general, look at MySQL.
I agree with Jinux's response.
With that being said there are multiple SQL server applications available, you need to tell us exactly which you intend to install or if you are looking for options. Right off-hand I can recommend MySQL, PostgreSQL and many other free opensource SQL server applications to install and use.
If you wish to use ms sql server then you are looking for pain, that product is dependent on microsoft windows server edition core libraries and registry values for it to work, not to mention the licensing constraints of using the product. For that product the simplest solution to run it from within ubuntu would be to install a windows server edition within a virtual macine on top of ubuntu.