This is a common mistake for people learning how to develop apps with databases.
Basically: You have the wrong approach. A database is not really meant to be created at every computer where a program is installed. Rather, the ideal use case for a database is one which is created in a server, and any app that requires to use it will simply connect to it, by some protocol like TCP. This helps with encapsulation and also makes your application more compact.
So normally when the program needs to read and write data to be saved somewhere, people usually go with methods such as writing into a CSV file, or a tab delimited file, and then reading from those files.
There is also another option, which is to use a serverless DB such as SQLite, however, this would mean you need to learn how to implement said database.
Lastly, as a really discouraged way to do it, and a bit of a "brute force" approach, you can copy the database creation script, install a DBMS in your target computer, run the script to create the DB, then change the connection string of the DB in your program to match the newly created instance, then install the program. See how extremely clunky that was?
Remember: Most databases run in a server, even if that server is your PC, hence why they're referred to as instances. Naturally a server shouldn't be replicated every time a program is installed.