There are many different ways to create an UltraLite database for mobile devices, as described in the SQL Anywhere online documentation.
Appeon recommends you go through this article where Appeon put together the most relevant topics to guide you through creating a local UltraLite database from the MobiLink synchronization model, creating the MLSync synchronization objects in PowerBuilder, and deploying the app and the database thru Appeon.
It is also worth mentioning that when you create an UltraLite database, make sure that you keep its character sets to the default UTF-8, and that the character sets used in this UltraLite database and the consolidated database are compatible and with the same length, otherwise data could be lost or become altered in unexpected ways during the synchronization.