To create a new database using the SQL Query Tool type in a SQL statement like below and then click
CREATE DATABASE NewDatabaseName
This has now created the new database in the server you connected to.
You can make use of any SQl statements not just CREATE and SELECT. For example, you can make use of UPDATE, DELETE and CASE Statements to edit and manipulate your data.
For more examples of SQL Statements and how these can be used please visit W3Schools.