MySQL - How to create tablespaces for innodb engine

[vasudevan dandey]

How can we create/configure tablespace for innodb engine?
We want to enable 'file per table' mode so that it creates .ibd file and saves data for all the tables - instead of using shared tablespace (default).
When we tried using set commands like as follows, its giving errors:

SET @df_path = 'file_dat';
SET @tbl_space_name ='file_dat';

CREATE tablespace @tbl_space_name
add datafile "@df_path"
engine = InnoDB;

Please help us regarding how we can create tablespaces using scripts.