Do I need to setup a DB name in MYSQL before installing?

Hi all, sorry for the silly questions, I am completely new at databases. Will I need to setup a new MYSQL DB name such as “blah-blah” on my server? Secondly, do I need to create any extra dirs under the DB name if so?

Sorry for the questions, but I like to be sure before stuffing things up royally..

Cheers’