Before ColdFusion can communicate with a database, the database file must be configured as a datasource in ColdFusion Administrator.
To begin defining a datasource, move your database to a spot on your hard drive where you can keep it for a while. It's no problem if you need to move it later, but it would require re-defining the datasource information.
ColdFusion provides a default directory for databases, but it's only a suggested storage spot and you're not required to keep your databases there. Some developers like to keep all their databases in one directory. I work on several clients'sites and like to keep my databases in the respective client folder. In this way, I ensure that, when I make a backup copy ...