MySQL noob question: Where can I find the database when I create one?

See my screenshot of the command here.
http://a.imagehost.org/0843/mysqladmin.png

When I type the following:
mysqladmin create <database_name> --user=root --password=xxxxxxxx

Is my command executed simply by pressing "Enter" after the command?
Am I missing some syntax?
If the command has been executed , what directory can I find this
database?

How does this relate to MySQL Administrator?
http://a.imagehost.org/0476/mysql_administrator.png

Sorry for such a stupid question.

- Sinclair

See my screenshot of the command here.http://a.imagehost.org/0843/mysqladmin.png

When I type the following:
mysqladmin create <database_name> --user=root --password=xxxxxxxx

Is my command executed simply by pressing "Enter" after the command?
Am I missing some syntax?

Sort of. mysqladmin is a command line utility, so you run it from your
shell / dos prompt, not from the mysql console (although you can
create databases from there too).

If the command has been executed , what directory can I find this
database?

don't remember where databases go in windows. Probably somewhere
inside c:\program files\mysql or whatever the default installation
folder is.

How does this relate to MySQL Administrator?http://a.imagehost.org/0476/mysql_administrator.png

That's a graphical tool for performing various tasks

Fred