your question was a bit ambiguous.
if you want to create database  using your java  application, execute  the following query: "create database <dbname>"
if you want to execute some java code  when creating database, its a bit harder.
MySQL databases are created as folders in /var/lib/mysql or where ever you database path is.
watch for creation of a new directory in that folder and execute your java code when you see new directory created.

i'm need Creating a Stored Procedure or Function in an mysql  Database
this link for oracle database  :
www.exampledepot.com/.../...rocedureAndFunction.ht
ml

Mysql does not support execution of java  stored proc.
You can always extend mysql  since the source code  is available!
You can execute  shell scripts if you don't care about performance