Where do I declare / create a database in Android

I've been following Googles tutorial on saving data into sql databases, but I don't know where the class needs to be in my project. I don't know if it needs to be saved in a certain folder or as a certain file type, or if it can go inside of an activity.

This is the example code on the page, how or where would this belong in my project?

public class FeedReaderDbHelper extends SQLiteOpenHelper {
// If you change the database schema, you must increment the database version.
public static final int DATABASE_VERSION = 1;
public static final String DATABASE_NAME = "FeedReader.db";

public FeedReaderDbHelper(Context context) {
    super(context, DATABASE_NAME, null, DATABASE_VERSION);
}
public void onCreate(SQLiteDatabase db) {
    db.execSQL(SQL_CREATE_ENTRIES);
}
public void onUpgrade(SQLiteDatabase db, int oldVersion, int newVersion) {
    // This database is only a cache for online data, so its upgrade policy is
    // to simply to discard the data and start over
    db.execSQL(SQL_DELETE_ENTRIES);
    onCreate(db);
}
public void onDowngrade(SQLiteDatabase db, int oldVersion, int newVersion) {
    onUpgrade(db, oldVersion, newVersion);
}}