If you can find the 10g version of XE ... it was removed from the download pages quite a long time ago, but a 10g or an 11g XE install does the database creation for you. There are utilities in the SE, EE oracle versions to do a database creation, but we have scripts and skip all the helper stuff.
Perhaps what you're after are tablespaces? Not quite the same thing as a MSSQL database but it goes something like this, for a MYDATA tablespace, and of course for a windows host the datafile path will need adjustment ...
create tablespace MYDATA
datafile '/var/opt/oracle/xe/oradata/MYDATA01.dbf' size 500M
autoextend on next 100M maxsize 2000M
LOGGING EXTENT MANAGEMENT LOCAL SEGMENT SPACE MANAGEMENT AUTO;
create user <schema username>
identified by <password> default tablespace mydata temporary tablespace temp;
grant create session, resource, create view to <schema username>;
conn <schema username>
... password ...
create table mytab ( <column> <datatype>[,<colN> <datatypeN>] );
grant select, insert, update on mytab to <other useraname(s) or much easier to manage, a role>;