Visit Oracle Documentation page; first read Concepts book. Because, I have that strange feeling that you don't know what you are talking about (when we talk about Oracle).
Regarding your question: what do you call "a database"? I *suspect* you would like to create a schema (schema = user + its objects: tables, views, procedures, triggers, snapshots, ...). Therefore, once you have created a user (using the CREATE USER statement) and granted required privileges, all you have to do is to log in and start creating tables, views etc.
However, if you'd really like to create a database, check the CREATE DATABASE statement syntax and examples.
I've seen that users who have MS SQL Server background encounter problems, difficulties and kind of mess in their heads until they switch a knob in their brains from SQL Server to Oracle. Some things are the same, some are similar, but some are very different. You'll find that out by yourself as the time goes by. So, don't think that you know something just because SQL Server did it that way. Open the manual and read about it. Then you'll be certain.