If the App contains a file called setup.prg, setup.py, setup.php or setup.js that is run just before the App is loaded. In this script you can create a database and tables if they do not yet exist. E.g. setup.prg

Code:
CREATE DATABASE MYDB IF NOT EXISTS
CREATE TABLE CUSTOMERS (name char(10)) IF NOT EXISTS

// etc...
Obviously any scripting code can be run in the setup file.