Converting a PGN file
Tools ▸ Convert ▸ PGN to Pragma Database… makes a new database of the games of a PGN file, however large: choose the PGN file and where the Database goes (the Databases folder, named after the file, unless you choose another place with Browse…), then Convert. The file is read a piece at a time and its games on every core of the computer but one; the window says how many games are in and how fast it goes, and you can go on working meanwhile.
The PGN file is not changed, and nothing is connected to it: to keep a database and a PGN file in step, use Database ▸ Connect Source… ▸ PGN file instead. Entries of the file that are not a game with moves are left out, and the window says how many. Cancel stops and leaves no database behind; once it is done, Open Database opens it.