Cdbauthmanager - Database Tables

I'm trying to use roles in my application, but when checking roles using CDbAuthManager I get error message that I don't have database tables eg. authassignment:

CDbCommand nie zdołał wykonać instrukcji SQL: SQLSTATE[42S02]: Base table or view not found: 1146 Table 'myDatabase.authassignment' doesn't exist. The SQL statement executed was: SELECT *
FROM `authassignment`
WHERE userid=:userid 

Of course I have added

'authManager'=>array(
            'class'=>'CDbAuthManager',
            'connectionID'=>'db',
        ),

to components.

Do I have to generate these tables myself or I did something wrong?