I'm trying to create a new DNN 4.3.5 installation.  I'll then copy my existing web site over the 4.3.5 installation, and then upgrade that, probably to 4.9.  When I know how to do it, I'll go back to my production 4.3.5 site and upgrade it to 4.9.x.  Or 5.0 if it seems stable and reasonable.

I'm not sure I believe this myself, but I've actually got the initial install up!  Turned out I needed to make 3 changes to the web.config:

Change oaklandsymphonychorus.mdf back to Database.mdf.

Spell the name of the SQLEXPRESS server correctly (it's all caps, it was mixed case).

Add the database userid and password.

But it's up!  On to climb the next height...

You're right, of course, about the structure of the DNN installation.  But I've never done any of this before - bring up IIS, bring up SQL Server Express - and I wanted to do a successful install just to get a feel for what it takes. 

My intention is to copy the files from my live site, and export the database; copy the site files over the local installation, and import the production database into the SQL database from the export file.  At that point I should have my production site on my test system and I can start working on the upgrade.