The Base DP4 does not come with any very useful example databases, and you will need to create your own databases when building a DP4 system. A SYSTEM database must also be present on any DP4 system with local databases.
When you create a new database (for which you use MAKEDB), the Base Dictionary (BD) is copied automatically to your chosen database name. This produces a 'skeleton' database to which you add tables and fields.
Ensure that the SYSTEM and BD databases are located on your machine in the location specified for data and index files in your DP4 licence file. You can check this using the Directory Assignment option of DFSETUP.