Hi Santosh,
Are you using enterprise version installation or a learning version?
Blue Prism (BP) uses its own database so , for example, if you are using Enterprise version, after installing BP , you will need to configure name of database and BP will check if the database exists.... it is normal to see error if database does not exist, just select the option to create new database.
Once new database is created by BP, you should be able to continue.
Henry