SQLite + Visual Studio 2015 Design-Time support Test application missing test database

On my Windows 8.1 laptop, I installed sqlite-netFx46-setup-bundle-x86-2015-1.0.99.0.exe from SQLite.org website. The installer created a short cut in the Window's start menu that contains a Test application (shown below) installed by the installer. The connection string (in the figure below) shows a Data Source to be Test.db. But when I run the app I get the database not found error. I searched for the Test.db file in the installation directory C:\Program Files (x86)\System.Data.SQLite\2015 but could not find this file.