If you are simply wanting to keep a copy of the data files at a fiscal or calendar yearend, you can just do a "Save A Copy" and give it a file name different than the current database, ie Company 123456 Yearend 2018. 

I keep copies of data files for each fiscal year of every company as I sometimes need to look up details older than current data allows.

Keeping a copy of each year end file is a good practice but you do not need to create a new data base each year. As Carolyn mentioned all that is required would be to Save A Copy using a different name. I keep the copies on a different external drive. Also, I do a back up and name it appropriately as a Year End back up. Then I continue to use the main file moving forward into the new fiscal or calendar year. All versions of Sage 50 CDN keep at least six years of data which you can access for reports. You can only make changes in the one prior year. The copies and the backups should never be used to make changes or additions as these are good only as at the point time they are made. If a change or addition is made it does not carry forward into the current database and it will cause problems with the year end filings.