How to create a new user account in OBIEE 12c? What is LDAP?
I go to Application Roles to create a role.
See: Provider Oracle Database (not LDAP)
Honest answer is "it depends".
OBI comes with a security provider which is embedded inside Weblogic where you can manage users and groups.
I say can because that's an approach which Oracle itself does not suggest for production systems. Pretty much every implementation uses some proper enterprise level LDAP or MS Active Directory which is then configured as an additional security provider for the Weblogic backend.
Best first try to understand how security works and then take your decision based on what is the most appropriate for your use case: