That could be one way to store your games. I use SCID and have all my games in a database created with that. It allows me to search and filter games pretty easily. There are some other programs, some free and some paid, with one of the more popular paid ones being Chessbase.
For most uses, I find SCID to be a good program.
Is a personal chess database just a folder that has the pgns of all of your games?