On Windows, run the file GENtleSetup.exe. It will set up GENtle in a directory of your choice, and also prepare for a clean deinstallation.
There are two types of databases supported by GENtle: File-based (sqlite) and MySQL. By default, a file-based database local.db is set up in the installation directory of GENtle. You can (and should, if access limitations prevent you from working with local.db) create new databases and share them with other users of GENtle in your work group (if you want to).
Database management can be found through the menu "Tools/Manage database", under the tab "Databases".
You can add an existing or create a new database via the appropriate buttons. Select the database name and location in the following file dialog.
These work similar to the file databases, but require more parameters. Also, a MySQL server has to be installed prior to MySQL database creation. Contact your local system administrator about this.
Creating a new MySQL database might require more MySQL privileges than actually using the created database. Thus, after creation, one might want to remove the database entry via the "Remove" button (the database will continue to exist), and add it again with different MySQL privileges.