Learning MySQL

I just got a book on MySQL and I have some question

First off, when I enter the commands that I'M getting from the book, commands like "SHOW DATABASES;", "USE database;", etc, it says something about a syntax error.

Also, why do books like this just jump start you into commands? I would think they would want you to load a database into MySQL so you would have something to work with. Or maybe walk you through creating a new database and working with it. Thanks for any and all help.
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