If you are using MySQL or PostgreSQL as the Bacula database, you should start it before you attempt to run a job to avoid getting error messages from Bacula when it starts. The scripts startmysql and stopmysql are what I (Kern) use to start and stop my local MySQL. (: likely folks will use the generic start scripts of the operating system) Note, if you are using SQLite, you will not want to use startmysql or stopmysql since it is simply file based. If you are running this in production, you will probably want to find some way to automatically start MySQL or PostgreSQL after each system reboot (using chkconfig or likewise).
If you are using SQLite (i.e. you specified the –with-sqlite=xxx option on the ./configure command, you need do nothing. SQLite is automatically started by Bacula.