If you mean, is there some tool integrated into Xcode that will create a database, then the answer is "not that I know of".
Firstly, there are a number of "SQL" databases - e.g. MySQL - and they don't all have the same "flavour" of the SQL syntax. Sure, the basics are there (depending on which 'standard' they confirm to), but usually you want to create a database that has all of the views, indexes, etc. that are as optimised as possible - and that typically means using the additional keywords of the brand of SQL you are using.
Secondly, I an guessing that you are thinking of the Visual Studio capability of creating an MS-SQL database via the 'GUI' interface they provide.
However, there is nothing to stop you from accessing any type of SQL database from your code. I've quite successfully created and then accessed a MySQL database from code that I've written within Xcode. But you have to do all of the work!!!
If I've not understood your question, then perhaps others will correct me, or you can come back with something more.
Susan