I can only tell you what worked for me.
I created the DB using the free "Management Studio Express".
*THEN* I connected to it from
VB Express. And then I could use
VB to create tables in that DB and the tables are visible quite nicely from Management Studio Express, from other SQL Server clients, and of course from
VB.
So it's only the need to create the DB outside of
VB that may be hanging you up. Maybe.