How to make your own file/datastructure to use in a wpf app

I've just created a simple wpf app which uses tables that are part of a SQLite database. Now I want when the user clicks on new project, to create a blank file that will later hold all the data (database with tables) that is going to be used in the app.

Each new project the user start needs to create a blank file and needs to be later called when they want to open it up again in the app.

How do I do this and how do I make my app recognize which data/file it needs to use in the app. I can't find much documentation about how to do this.

Can anybody guide me in the right direction or which are the right steps to follow.