CREATE DATABASE chom; this should be run from the MySQL command line client, not from the Python shell.
So, first type mysql -u yourusername -p from your command line. It will ask you for a password, type it in. Then you will get a prompt like this mysql>. Here is where you would type that query.
Now, if you want to do this through Python, you can, but it will require some more work.
>>> import MySQLdb as db
>>> con = db.connect(user="foo", passwd="secret")
>>> cur = con.cursor()
>>> cur.execute('CREATE DATABASE chom;')
See this guide for some examples on how to work with Python and MySQL using the standard DB API.