The database is automatically created when you install the database software.
In Oracle, the concept of database is different from what you might know from other systems, like MySQL.
During the installation, you were asked to define a password for the SYS account. You have to use that username and password to create your first connection.
After you connect with the SYS user, you should create a “normal” user, and then connect using that normal user to create your tables and test queries.