Do you mean you want to create a database management system (such as Access, Oracle, MySql, SQL Server...etc) or you want to create an actual database that can be populated with data?
Get a book called SQL For Dummies. Start out, as above, with the MS Access environment, and get the MS Access 2003 (or 2007) for Dummies book.
This is a BS response. Why waste the OP's time?
The reason it is possible is Linux accesses the hardware via bios. It does not matter if the hard drive was formated or not.
1. Power On Self Test (or POST) initiated by system BIOS and CPU.
2. BIOS determines which device to use as the "boot device."
3. BIOS loads the first physical sector from the boot device into memory and transfers CPU execution to the start of that memory address. If the boot device is a hard drive, the sector loaded in step 3 is the MBR, and the boot process proceeds as follows:
4. MBR code loads the boot sector referenced by the partition table for the "active primary partition" into memory and transfers CPU execution to the start of that memory address.
Up to this point, the boot process is entirely independent of how the disk is formatted and what operating system is being loaded. From this point on, both the operating and file systems in use play a part.
Compliments of M$