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To create a geodatabase in ArcMap, you can follow these steps:

Open ArcMap and click on the "Catalog" button in the standard toolbar.
In the Catalog pane, navigate to the folder or directory where you want to create the geodatabase.
Right-click on the folder and select "New File Geodatabase" from the context menu.
In the "New File Geodatabase" dialog box, enter a name for the geodatabase and specify the location where you want to create it.
Click "OK" to create the geodatabase.
Once you have created the geodatabase, you can start adding data to it by importing existing data or creating new feature classes, tables, and other geodatabase components. You can also use the geodatabase to manage relationships between datasets, maintain topology, and apply advanced spatial analysis tools.