The file `gnubg.bd' is the bearoff database that @gnubg{} uses to evaluate endgame positions. @gnubg{} will look for it first in the current directory and then in the installed directory (`/usr/local/share/gnubg/' by default).
The @gnubg{} distribution is set up to create `gnubg.bd' by itself during compilation, but it can be a slow process (taking half an hour or more, depending on the speed of your computer). If you would rather not wait to generate the database yourself, you can obtain a copy via FTP from ftp://alpha.gnu.org/gnu/gnubg/gnubg.bd.gz.