When creating a new model, a database (named default) is automatically created and it is the default database.
You can view all databases/schemas with their objects as tree structure on the Model pane.
To create a new database
On the Model pane, control-click the model name or database and select New Database.
Enter the name of the database.
Click OK.
To create a new schema
On the Model pane, control-click the database or schema and select New Schema.
Enter the name of the schema.
Click OK.