Looking at this article on WP.org it seems you have to create your database first, with some SQL:
function mp_install_table() {
global $wpdb;
$table_name = $wpdb->prefix . "countries";
$sql = "CREATE TABLE $table_name (
id mediumint(9) NOT NULL AUTO_INCREMENT,
name tinytext NOT NULL,
labour_cost INT,
overheads FLOAT,
profits FLOAT
);";
require_once( ABSPATH . 'wp-admin/includes/upgrade.php' );
dbDelta( $sql );
}
And after you have your table you can add rows:
function mp_install_country_data() {
global $wpdb;
$table_name = $wpdb->prefix . "countries";
$wpdb->insert(
$table_name,
array(
'id' => '1',
'name' => 'UK',
'labour_cost' => '20',
'overheads' => '0.45',
'profits' => '0.22'
),
array(
'id' => '2',
'name' =>'China',
'labour_cost' => '6',
'overheads' => '0.27',
'profits' => '0.17'
)
);
}
I hope this helps.