Assuming that you are on Windows (as your title indicates) and accepted the default values during installation you don't have to do anything, it's transparent. Both client and database can/will use the same information.
Actually, DB2 installations build on lower level installations: an admin client includes the code for a runtime client, a personal database includes the code for an admin client, a workgroup database includes the code for a personal database, etc.. Therefore, your database installation is both database and client.