The portable means that you can install XMM anywhere. Of course it's a little irritating but it's the only release existing.
To the databases: example.mdb is the standard database example. You can create your own databases with a name of your choice by Open New database or by saving a present database under a new name. In the last case I suppose you have to mnually rename the existing subfolders that are related to this specific database. So creating a new database is the best way - standard name for a new database is My New Database. If the databases you are speaking of have a date after the example_ then these are automatic backups but normally you only can see the .mdb files that were already opened in XMM.
In order to achieve what is possible, you have to try the impossible over and over again. Hermann Hesse