How to create " Functions" & "Procedures" section in custom Database

If you want to build database functions and stored procedures, that is completely external to Appian.  Find some tutorials online and places like stackexchange are a great resource for specific questions.  But I don't see how you need to jump directly heavy database programming so soon after just creating your custom DB.

Or are you referring to the "business data source", configuring it to hold your data and working within Appian?

You mention "created a DB for our app", do you mean DB tables?  As you certainly do not need an entire database for each application..

We will need some more details here on what you are doing to assist further.