To create a new top level element in a specific database there is a DB keyword available in the syntax of the ?NEW? command as follows:
NEW element_type element_name DB database_name
where element_name is again optional and where the database_name is expressed as a fully qualified database name, i.e. team/database.
The following command will create a new SITE named /MYSITE in the MYTEAM/MYDB database.
NEW SITE /MYSITE DB MYTEAM/MYDB