On first start-up, you can see that no database is connected yet.

Select Database in the navigation menu. There you can establish the connection to a database or change the database.

Click on <Change database>.

The wizard for configuration of the report database opens on the page Change Database.

Select the menu item Action and there select the option Create a new report server database.

Then click on <Next>. You will be forwarded automatically to the next menu item.