Go to Admin → Databases and give your database a name. It takes an address from that name — Recipes becomes /recipes — which you can change afterwards.
Then add fields. Each field has a kind (text, number, date, a list of choices, and so on) and can be limited to certain groups.
Records live at /your-database/the-record, are searchable, and can be listed on other pages with the “Records from a database” widget.