Generally, I make a database(blank ofcourse) and then import content.You must have done the same and if that is done the database appears in the database area.Then the authorized user could delete/edit the database.
So check the following
-->You might not have sufficient privilages to use frop database , either give permission from phpmyadmin to user , to drop databse or create a new user give all permission.
If you stuck with the creation..this is how it is
1.go to cpanel - sql wizard
2.add a new database with any name
3.then it will ask you to add db user with password-then give all privilages to that user
after you have created db and user
1.go to phpmyadmin
2.upload your sql file
3.and you are done
I think its giving error bcoz you haven't created db and password
Revert back.