"How do I create an initial database ?"
You created a database when you installed XE. At some point the installation process prompted you to enter a password for the SYSTEM account. Use that to connect to the XE database using the SQL commandline on the application menu.
The XE documentation is online and pretty helpful. Find it here.
It's worth mentioning that 11g XE has several limitations, one of which is only one database per server. So using the pre-installed database is the sensible option.