Loading vector layers into PostGIS
PostGIS is the spatial add-on to the popular PostgreSQL database. It's a server-style database with authentication, permissions, schemas, and handling of simultaneous users. When you want to store large amounts of vector data and query them efficiently, especially in a multicomputer networked environment, consider PostGIS. This works fine for small data too, but many users find its configuration too much work when SpatiaLite may be better suited.
Pick a vector layer and load it in QGIS. You will also need to have a working copy of Postgres/PostGIS running, a PostGIS database created, and an account that allows table creation.
BostonGIS maintains a decent tutorial on installation for Windows, and ...