It should be visible in the mysidiahost client area (if you use mysidiahost. On x10 it should be in cPanel), or the databases section in cPanel:
If it isn't there, you have to click on MySQL Databases (in either the client area or cPanel) and create the database. Also don't forget to add the admin user to the database by scrolling all the way to the bottom of the MySQL databases page, under "Add user to database".