Well, you may be missing a step or a piece here. First, you will create a security project from within Visual Studio.
StrataFrame -> Role Based Security Editor
Once you have done this, you will create your project and your permissions that will be used with your project. Next, you will want to deploy the RBS structures to the database or server that you will use at run-time. This may be the step you are missing. Once you have the DDT, you can have the DDT import the RBS structures and then choose which RBS project data that you want to deploy. But without the DDT, it is your responsibility to deploy the RBS data on your own. So you would want to retrieve all of the pieces for the specified project (i.e. permissions, etc) and then deploy them to the destination database.
Now one thing that you could do, temporarily until you get the DDT if you don't want to go to this trouble, is just use your StrataFrame database as the security database temporarily until you purchase the DDT and are ready for deployment. To do this, just create another connection in the AppMain.vb file (or program.cs if you are using C#) that points to the SQL Server instance and the StrataFrame database. Then in the InitApplication method, point your security key to this connect.
THIS IS ONLY A TEMP FIX! Do not leave your application setup this way, it would just be a way for you to move forward if you are having a hard time getting the data deployed without the DDT.
SetDataSources in AppMain.vb
MicroFour.StrataFrame.Data.DataBasics.DataSources.Add(New SqlDataSourceItem("SECURITY","server=MyServer;integrated security=SSPI;database=StrataFrame;"))
InitApplication in AppMain.vb
SecurityBasics.SecurityDataSourceKey = "SECURITY"