Mysql error creating the schema in MyCollab installation

I'm installing Mycollab in W10 and I have a problem with MySQL. I follow the steps in installation-step and when I run the command CREATE SCHEMA `mycollab` DEFAULT CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci ; in MySQL shell 8.4.0 and I get ERROR: Not connected.

Does anyone know how to solve it?

thank you so much.