It's impossible to explain everything here but specifically to your questions.....

Is Database in Doors equivalent of One Project Area?
==> No. A DOORS 9 database can contain many projects as can a DOORS NG database. When starting out in DOORS NG think of a project in DOORS 9 equalling a project in DOORS NG (it's more complicated than that but start at the beginning).

If Database is one Project area,when i use DNG i am only allowed to create baseline on Project Area level.
How can i get same behaviour which we used to do in Doors?
==> You cannot specifically baseline a module in DOORS NG. A DOORS NG project contains at least 1 Component but can contain more. Each Component has at least 1 version (In DOORS NG this is called a Stream) but can have more. Each Component can have 1 or more modules. A Component Stream can be baselined which means everything contained in that Component Stream is baselined as a unit.
Taking the concepts a bit further... how you set up your Projects, Components and Streams has a major impact on things like establishing traceability in DOORS NG. In DOORS 9 creating traceability was relatively easy - all projects only have 1 version, projects can contain other projects and linking objects in modules within and across projects was easy as the database was in a version sense 'flat'. In DOORS NG this is not the case because now Project Components have versions (streams) to link between artifacts in different projects requires you to select which version (Stream) of the project component(s) contain artifacts (DOORS NG name for objects) you will be creating links between - you do this by adding in project component versions to a DOORS NG Global Configuration. Note that Global Configurations also contain at least 1 Component but can have many and each Global Configuration Component has at least 1 version (Stream) but can have many. Note: Global Configurations can contain other Global Configurations but Projects cannot contain other Projects.

My advice is to arrange consultancy because you will sure spend a lot of time (money) trying to figure this out for yourself using youtube and these forums.