Typically a database is placed on the network and used by different kinds of clients, Windows applications, web applications, etc. Very seldom the database belongs to a specific application.
For example, you may be able to use SQL Server Express Edition as the database that serves all your clients. You can install it in a single computer and from other computers you just connect to the existing database.
For example, have a look at
- SQL Server 2017 Express Edition | Microsoft
- Database First - EF6 | Microsoft Docs