Open a new Writer document. Open Edit > Exchange Database. Choose "Browse" in the dialogue. Choose any file, for example a Calc-file. You could choose also a table and set "Define" or try without. You will never be asked for a name for the created database-file. You will never be asked for a path to save this file. If you don't try to choose a *.odb-file it will create a new *.odb-file in the main documents folder defined in Tools > Options ...