Not sure why one would need to set permissions on the actual files, and you have few settings, but to answer your question, you right-click on the database, choose properties on the dropdown menu, and select security. You can then give permissions. Personally, I would never give my users full control of a folder -- only read/write. That's what permissions and servers are for.
But, I suppose for troubleshooting, it's maybe a good place to start.
