How best to Create database

Please how best is it to create a database with SQL SERVER Express. I use it but with the management studio

What do you mean by best? Beside creating in Management Studio, you can also create using T-SQL command that can be run in your application; or even use SQL-DMO to do this. Here is a good example for creating database from application:

http://download.microsoft.com/download/C/3/8/C3888A3E-52F8-4FE9-8E41-89150AB0302F/CreateDB.zip.exe

And for more information about SQL-DMO, you can refer to:

http://msdn2.microsoft.com/en-us/library/ms132924.aspx