By default, Graffiti uses a VistaDB database: Graffiti.vdb. When you unzip the downloaded Graffiti files, the extraction process loads a Data folder containing two VistaDB databases.
Graffiti_Docs.vdb is a copy of the Graffiti documentation database. To use this database, just copy it to your web/App_Data folder and update the connection string found in web/__config/connectionstrings.config.
Graffiti also supports SQL Server, MySQL, or Microsoft Access, so you can use any of them as your database instead of VistaDB.