After installing the gem, you should do the following
rails generate devise:install
The generator will install an initializer that describes ALL Devise configuration parameters, and you MUST take a look at it. When you're done, you are ready to add Devise to any of your models with a generator.
rails generate devise <model>
This is the step that creates migration. For example, if you want to add a device to a user model, you must do
rails generate devise User
This way it will generate a migration to add the corresponding columns to the users table
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