To begin the creation process, you must first choose the database to associate the application with. Once the application is created, it is possible to rename the database because the application file (filename.rba) works independent of the database itself. However, you must remember that if your application calls specific forms, reports, labels, or tables directly, they MUST exist in the production database as well as the design database.
Now that the database you have chosen is connected, you will need to open the Database Explorer and click on the "Applications" tab.