Moved my comment here:
If you're trying to view the db on an actual device, the internal data directory is typically protected. On an emulated device you can (also some rooted phones).
I understand "project explorer" to be the explorer for the source code? You're db does not exist there, the dir/file exist only on the device...this is the code to create the db. As others now have explained, to view the device files in Eclipse, you need to use the DDMS panel.