99.9999% of the time, you don;t want to create a database: you would normally only create it once when your app is installed, if the DB does not exist already. Creating a DB each time is tremendously wasteful, and will destroy any existing data. If you want something created fresh on a regular or frequent basic, you are probably better off with a different solution.
However:
Create an SQL Server Database Using C#[
^] is one example of how to do it, google has many, many more:
Google[
^]
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