Every new version of SQL Server should have its own AdventureWorks database. The reason is that SQL Server comes up with new features with every version and most of the new features need a new dataset sample to demonstrate the capabilities of the features. This is the why every version of SQL Server has its own AdventureWorks database.
SQL Server 2014 has many new features and to support that Microsoft has released new AdventureWorks 2014 Sample Database.
You can download Adventure Works 2014 Sample Databases from here.
Here is a quick tutorial how one can install the AdventureWorks database on your server.
In the year 2016 Microsoft has replaced AdventureWorks with WideWorldImports database. You can read about that over here: Download and Install Sample Database WideWorldImporters
Reference: Pinal Dave (https://blog.sqlauthority.com)