Without telnet access your best bet is to create it using a scripting language like PHP. It can execute the commands for you.
However, your access permissions in mySQL may cause you a problem. You'll need to make sure your user has create privileges before you can even create the database. Even if you manage to create the database, you might not have privileges to do much to it, again depending on your access permissions. So you might need to have the mySQL administrator give you permissions to the database.
As a general rule on the mySQL installation I administer (a exaggeration of what I do for it), I ask that all users wanting a DB request one from me. I'll then create the DB and grant them the correct permissions to it. This generally works out better and lets me know who's working on what. 🙂
