Android open or create database

One possible fault on this could be that you did not set the appropriate permissions

<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE" />

However storing data on a SD Card is considered to be insecure. Because every application which has permissions to store data on the sd storage could access the database.

Edit: Another possible problem is that external storage may not be available. You need to make sure that your external storage is currently writeable. One method would be to determine the state via getExternalStorageState (see reference here).

getExternalStorageState() returns MEDIA_SHARED if the media is present not mounted, and shared via USB mass storage. 

Reference. There is also a stackoverflow post on checking the state here: Writing Text File to SD Card fails