The Database Control Pro Setup Window can be used to create databases. Open the window at:
Top Menu Bar, Window, Database Control Pro, Setup Window

If you have Setup your Project you will see a list of your existing databases (if there are any).
Either click the 'Create Database' at the bottom of the list or the '+' tab. Then enter a name for your database in the 'Database Name:' field. The name must be different to the names of your other database. Something including your project name might be a good name.
Then click 'Create' and wait for the window to finish loading. A Message will appear if the database has been created successfully.

In order to use your database, you might want to edit the database in the Unity Editor. To do this press 'View/Edit' next to your database in the list of databases.
You might also want to add a Command Sequence which connect your game to the database through our server running a list of Commands which you have created while developing your game. To do this you will need to click 'Sequences' next to your database's name. More information here.