David, Mysql Workbench is just a graphical tool to manage Mysql Servers and databases, you can actually create a new database using it but you need to connect your Workbench to a ruuning MySQL-Server.
Do you have a running Mysql server?
If not, you need to download and install MySQL server first, then when your MySQL server is running and active you can create a new database. (You will see options and wizards to do that when connected to a MySQL server. Also can create sql scripts for example CREATE DATABASE mybase.
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Ing. Jesús Alfredo Uzcanga
Twitter: @JesusUzcanga
We learn the 20% of what we HEAR,
the 50% of what we SEE,
the 80% of what we DO and
the 95% of what we TEACH.
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