Could not create database

I had to change the version of MySQL server in my C:\ColdFusion2018\cfusion\wwwroot\learncfinaweek\install\index.cfm to point to 8.0 instead of 5.5. Then it worked.

Which database have you installed? MySQL? SQL Server? I ask because the database chapter of learncfinaweek tutorial mentions MySQL. If you have indeed installed MySQL, and are on a recent version of ColdFusion, then you will have to install the MySQL driver.

A previous Adobe ColdFusion thread tells you how to install the MySQL driver.

You should probably create the database manually, as instructed in the screenshot. Usually, you'll have to create databases manually and separately from your web applications anyway, so it will be good practice. The problem you're having is probably that the CF user account does not have the permissions required to create a new database. This is very common with web applications for security reasons. Usually, you'd restrict them to the permissions they need to create, update, modify and delete records within tables, and that's it. You don't want your web application to be able to create databases or tables, or drop them, and so on.

Dave Watts, Fig Leaf Software