Creating a new local database

Hello,
I am trying to create just a new local database. That is, so that it will reside on my computer.
The only thing I know is how to connect an existing db and I don't have any DB-related softwares on my computer [just eclipse for java].
How can I create a new local db?
Thank you.

Java doesn't create databases.
And the creation of a database is specific to the database (and vendor) that you are using.
Perhaps the real question is that you don't have any databases at all. So you first need to select one.

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