how did you "create the blast database " ?

As @Pierre hinted, what you did wrong is you appear to have not created the blast database index to search against using something like makeblastdb -dbtype nucl -in your_fasta.fa -out name_for_database. This needs to be done as a separate, one-time step.

I have created blast database first as following command:

C:\Users\ZZ\Desktop\blast-2.6.0+\bin\makeblastdb.exe -in C:\Users\ZZ\Desktop\blastdb\OrAe.fasta -out C:\Users\ZZ\Desktop\blastdb\OrAe -dbtype 'nucl' -hash_index

and following result was displayed:

Building a new DB: current time 02/20/2017 15:46:57 New DB name: C:\Users\ZZ\Desktop\blastdb\OrAe New DB title: C:\Users\ZZ\Desktop\blastdb\OrAe.fasta Sequence type: Nucleotide Keep MBits: T Maximum file size: 1000000000B Adding sequence from FASTA: added 72042 sequences in 8.24439 seconds.

C:\Users\ZZ>_

also, all OrAe.nhd, OrAe.nhi, OrAe.nhr, OrAe.nin, OrAe.nog, OrAe.nsd, OrAe.nsi, and OrAe.nsq files have been appeared in the same C:\Users\ZZ\Desktop\blastdb directory, but when run blastn as previous post the "No alias or index file found for nucleotide database" error is diplayed!

use the name of your makeblastdb output;

 -db C:\Users\ZZ\Desktop\blastdb\OrAe

not

 -db C:\Users\ZZ\Desktop\blastdb\OrAe.fasta

Thanks Pierre, I tried as you said. It seems the program is running as there is no any error! I will inform the final result as soon it would be done.

OrAe.fasta (as subject) and sly.fasta (as query) together with all OrAe.nhd, OrAe.nhi, OrAe.nhr, OrAe.nin, OrAe.nog, OrAe.nsd, OrAe.nsi, and OrAe.nsq. Ofcourse, both suffix-less files output and OrAe appeared after awhile.