I uninstalled the existing SQL Server Express, and SQL Server Management Studio, and installed SQL Server Express 2019 and SQL Server Management Studio 18.8. Then I found the correct login full name for User is [BUILTIN\Users].
With this [BUILTIN\Users] and using Windows Authentication I can create and access databases without issue after grant proper permissions.
Thank you ErlandSommarskog for your time to help me resolve this issue!