Just a quick hint for others like me, who spent some minutes searching for the EnsureDatabaseExists method when trying to use RavenDb with Multi-Databases. EnsureDatabaseExists is an extension method on IDatabaseCommands defined in the Raven.Client.Extensions namespace. To make it work you need to add a using statement for this namespace.
using Raven.Client;
using Raven.Client.Extensions;
using (DocumentStore store = new DocumentStore()
{
Url = "http://localhost:8080/"
})
{
store.Initialize();
store.DatabaseCommands.EnsureDatabaseExists("SomeDatabase");
}