A database stores information. Thus you would want a database engine (SQL Server, MySQL, etc..) chosen before you being collecting the information. You will also want a database designed specifically for your data collection needs. This can be done by someone familiar with Relational Database Design. They will ask you questions about the data you wish you to collect and how you wish to use that data, in turn translating your answers into the appropriate entities and relationships. Once that is done, programming the data collection forms (i.e. webpages) can begin and the database can then be populated by entering the data manually.
If you have data sets of the information you wish to place into your database, these may be able to be imported or coerced programatically into the previously designed database. You would need to seek the help of a knowledgeable programmer/database guru.
If you are just looking for a database of information on all models of vehicles, then I really can't help you out except to say that you could check out sites like NAPA or Champion who make parts for vehicles. I would guess they have access to vehicle manufacturer databases though. Which is another option. You contact the automakers directly seeking databases of their vehicles.