Do you mean is it possible to have Kentico recreate a Kentico database? Or, are you looking for a way to create custom database tables via Kentico?
If you mean that you need to create a new Kentico database, if Kentico cannot find the database creating during installation, it will automatically prompt you to create a database. You can find more information here:
If this is for new project, you probably need a new Kentico project and database -- that is, a new Kentico instance. If that's the case, use the Kentico Installation Manager, to install a new Kentico instance for your project.
I might misunderstand your question, so let me know.