If you are using Visual Studio or Web Developer Express, there really are ways to easily create the MS SQLExpress database. Just go to "Add a new item ..." and it should be one of the available file types.
Keep in mind that you must install either Microsoft SQL Express Edition (free, like a beer!) And Microsoft SQL (very un-free !, in every sense). If you have not already done so, you cannot easily create the database file. If you have it, you can get it here .
As the other respondents noted, strictly speaking, this is NOT a C # function. MS SQL and its derivatives are database applications similar to Oracle, MySQL or PostgreSQL. It is just that Microsoft Visual Studio makes using the Microsoft database product very simple by default. Differentiation between C #, Visual Studio, and any database programs will probably give you better answers, faster no matter where you ask. :)
Dustman
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