If you're on Windows as I am, then your database server should already be up and running as a Windows service that starts automatically when your machine boots up. If you're on Mac/Linux, this may or may not be the case, so just ensure that the database server is running—the PostgreSQL website will have instructions on how to do this if necessary.
Setting up the database
Creating a database context
EF Core will actually handle the creation of the database; we just need to tell it what kind of RDBMS we're using, and provide a connection string for its location and authentication credentials. Again, it doesn't really matter where we put the following files, but my preference is a Data folder for anything...