Creating and storing data in the database
You don't have to worry about the database. But do some reading on how the forum works. If you're not getting any error messages you probably didn't set it up correctly.

Visit this page to see a list of all your forums: www.example.com/admin/content/forum/list

And some reading:


The Drupal forum tutorial
Forum: create threaded discussions - there are sub-menus depending on your version of Drupal