At first, You should create database with mysql, phpMyAdmin, HeidiSQL or another instruments to work with Database and let user create new one.
After that procedure, You should provide access to database for project.
You need to go into file /path/to/your/project/config/app.php,then look up for Datasources default. In that array, You need to change localhost (on demand), user, password and database.
o to Your browser and refresh page. DB issue should gone and show Green Tick at left side.
Done! Your first project has been set up!