I've installed JumbleDB Express, and launched it. I provided database credentials in the pop-up.
On clicking Ok, I got: "Jumble internal repository does not exist in the database. Create it?" popup. What is the meaning of this message?

JumbleDB needs to store its various definitions in its own repository. This repository can be on any Oracle/SQL-Server of your choosing. It doesn't have to be on one of the databases you want to scramble.

The best way is to create a specific Oracle Schema (or SQL-server 'database') and direct JumbleDB to create its repository there.

In case you discard the application - just delete this specific Oracle Schema (or SQL-Server 'database') and this will remove all traces of JumbleDB from your databases.