Assuming you installed using the Software Center or whatever it is...
If that fails, then the recipe I have is terminal >
sudo dpkg-reconfigure bacula-director-mysql
Where "ZWNlOGYyM2Zj" would be your desired password.
myslq -uroot -p -e "create database bacula;"
mysql -uroot -p -e "grant all privileges on bacula.* to bacula@localhost identified by 'ZWNlOGYyM2Zj';"
in bacula-dir.conf should read something like
and bounce bacula-dir service daemon.
dbname = bacula; DB Address = "localhost"; user = bacula; password = "ZWNlOGYyM2Zj"
The script you cannot find probably is only included in source distributions of bacula.
The apt package manager should have created the bacula db and created tables in it.