The according script for your database type can be found on the CD/DVD under "...\TOOLS\DATABASES".
The following database types are supported:
MSSQL (erp_install_mssql.sql)
MySQL (erp_install_mysql.sql)
Oracle (erp_install_oracle.sql)
Oracle XE (erp_install_oracle-xe.sql)
DB/2 (erp_install_db2.sql)
SAPDB (erp_install_sapdb.sql)
SQLite (erp_install_sqlite.sql)
In your SQL prompt, execute required the SQL commands.
Please note the readme file in the respective directory.
The most important sections are explained in the following.