(*Via Werner Haas.)
First, to create a new database, in [TheFileMenu], select New and then write the name of your database, e.g. "Carlsen2017". You now have an open database with the name "Carlsen2017". It is empty.
You have different ways to get your own games into this database.
Menue "Database" --> "Import File(s) of PGN Games ..." --> Select a pgn file with your games.
The files will be imported into your new database.
Open your pgn file as database: "File" --> "Open" --> Select your pgn file.
Now you have two databases open: "my_new_database" and the pgn file with your games.
When you open the database switcher (either with menue "Windows" --> "Database Switcher" or with the shortcut "CTRL + D") you see both databases plus the clipboard.
You also see how many games there are in the different databases.
If you leftclick now on your pgn file the arrow of your mouse changes into a double arrow. Keep the leftclick and drag the mouse over to "my_new_database" and release the mouse.
You'll get the message: "Do you really want to copy ... filtered games in the database [your pgn file] to the database "my_new_database"?"
If you answer with "OK" all the games from the pgn file will be copied into your new database.
This method is more flexible than the first one, because you can filter your games before you copy them.
(To filter your games use "Search" --> and for example "Header". After filtering you can copy a special part of your games, maybe all games you played as white.)
You can see that if you choose the menue "Database". On the bottom of the list that opens, you can see your open databases. There is a dot in front of the active database.
With "Edit" --> "Paste Clipboard text as PGN game ..." you can do just that. Past the game information in the frame and use Import "(Alt-I)" to import the game.