This assumes you have reviewed IBM GSKit (Global Security Kit) - Getting Started (command line) or IBM iKeyman - Getting Started (GUI).

GSKit (command line)

In this example, a Key Database named "example.kdb" is created. The -stash option is not necessary, but is highly encouraged. The -stash option will store the password in the stash file (example.sth) so that you can simply use the -stashed option in subsequent commands which will get the password from the stash file, which is very handy when it comes to automation.

${ihs_home}/gsk8/bin/gsk8capicmd
-keydb
-create
-db example.kdb
-stash -pw your_password

iKeyman (GUI)

In iKeyman, select Key Databas File > New. Select CMS as the key database type. If you don't have the CMS option in iKeyman, add the following property to ${java_install_root}/jre/lib/security/java.security.

security.provider.10=com.ibm.security.cmskeystore.CMSProvider

Give the key database a name (such as example.kdb), define the location of the key database file, and select OK. Create a password, select Stash password to a file, and select OK. In this example, a key database file named example.kdb was created.