This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
You will have to write the code to maintain the database (insert, delete, update, search, index, recover from corruption and so on). If you do run into file system limitations, you will have to code around them. See here for an interesting exercise in creating a simple database. Depending on your requirements, you may want to go even simpler. I implemented a "database" for user documents by creating a directory with subdirectories named for the user's ID:
Since I always know the user id I don't need a search capability. I just construct a path to the user's directory and list the files for display on the application. I can use file system commands to maintain the "database" so I don't have to implement any functionality myself.