Connecting to a database is necessary if you using ADO or IBX data components. Before creating any tables or queries, you should create database first.
To create new database, start the tool "Data Manager". In the appeared window click on "New database" button. After that the dialog box "Database parameters" will open. If you using ADO or IBX, set the name of database component and choose appropriate DB file. If you using BDE, set the name of database component, set alias name, which you want to add to the alias list, and choose appropriate DB driver.

You can also set DB parameters, such as user name and password for connection to SQL-based DBs. Note: different drivers uses different parameter names. For example, to connect to Interbase SQL server through BDE native driver, use the following parameters:
SERVER NAME=Path to your *.gdb file
USER NAME=SYSDBA
PASSWORD=masterkey
To connect to Interbase SQL server through IBX, use the following parameters:
user_name=SYSDBA
password=masterkey
When "Login prompt" checkbox is turned on, database login dialog will appears when you connecting to the SQL server. If you also set user name and password in database parameters, you can turn this option off. This automatically connected to DB.