I get the error Database does not exist when executing CREATE DATABASE and USE statements at the same time.

This is the ms sql server version I’m using:

Microsoft SQL Server 2022 (RTM) – 16.0.1000.6 (X64) Oct 8 2022 05:58:25 Copyright (C) 2022 Microsoft Corporation Express Edition (64-bit) on Windows 10 Home 10.0 <X64> (Build 19045: )

When I click execute button in SSMS to run script with commands like below:

CREATE DATABASE SalesManagement;
USE SalesManagement; 

In the result tag there is a message:

Msg 911, Level 16, State 1, Line 2

Database 'SalesManagement' does not exist. Make sure that the name is entered correctly.

Why does this error appear? And how to fix it?

Thanks!