I have just recently started learning some server side programing, and up until this project I have been able to use the cpanel to create various DB's, but the current site i am building doesnt use cpanel, so how do i go about creating a SQL DB?

shell + command line?

dunno, it depends on what access you have to the server.

If you could tell us a little more about what you do have access to we can probably point you in the right direction.

Are you using a different control panel?
Do you have direct access to the server?

nix server, I only have ftp access. There is no other cpanel software

Make direct calls into the database engine, and write a CREATE DATABASE command, then DDL to build out the schema.