Creating A New Database On The C:\ Drive

[Who Knows]

Hello,

I have MySQL Workbench 6.3 installed on a PC with Wndows 7 64-bit. This is my own personal PC and I'm looking to create a new database and save it to a folder on the C:\ drive. The part where I'm getting confused is with the the whole connections thing. I don't want to "connect" to anything. This is not any kind of a sever or a network or whatever. All I want to do is create a database on the C:\ drive. So, how do I do it?

I figured out how to create a schema, but when I click on the connection on the upper left of the home screen, I get an error message and can't get into it. Can anyone offer any advice? And, is there any way to upload screenshots on here so I can show what I'm seeing? Thanks.