Hello Edhead,
Complete the following steps to create a database from the MAX configuration tree.
1.Right-click Historical Data and select Create New.
2.Select the type of database to create from the Create New wizard and click Next.
3.Follow the instructions to create a new database.
4.Click Finish.
For future references you can also go to Help(in MAX)>>Help Topics>>Historical Data Viewer. If you go to the 'How Do I' column, it has a lot of useful references.
Regards,
Arun V