The required action, in this case, is that a (writable) database needs to be mounted. When no database exists, one will have to be created.
In the System Menu, the option "Databases" will lead to the program that creates a new database.
Using this menu option, a new database can be created, and subsequently be mounted locally. See the section on Creating a database for more details.
Once a database has been mounted, the "New" option in the File menu will be available, and a new window can be created.
