MQTT Mosquitto, trouble when creating Persistence file

[rexksvii]

I've been working on a IoT project using MQTT Mosquitto. It's a smart campus project by my university. I'm having trouble when creating the persistence file. I read through quite some Internet resources, what people have done is just modify the configuration file (i think). I did the same, but the mosquitto.db is not created. I'm not sure are we able to see the db file inside my directory folder or is it not visible though.

Below is all the setting i have in the config file:

persistence true
persistence_file mosquitto.db
persistence_location "C:\Mosquitto\Persistence\"

 Am I done anything wrongly? Or do I need other setting to be turned on as well? To be honest, I'm completely new to this protocol. 

Looking forward to the reply.