While most people would use a client to connect to the database-server and create a database and tables, it is not the only solution
If your application is starting to get bigger, you might want to ‘migrate’ to a new version of your database. Using a script to perfrom this migration, even if it is just a small extra table, could be the best way to make sure you can keep track of what you are doing.
This could be a php file, although creating it with a .sql script and a client (simple cli for instance) would be another method.
In the end it does not matter: you need certain sql commands send to your sql server. It might be easy to use a client (phpmyadmin is a client, just as the ‘mysql’ commandline client, mysql workbench, etc etc), it might be better to use a script (for advanced deployements preferable).
The page you link to is nothing more then an explanation that you can do this, as far as I see it does not mention you should do this.
solved Implementing database using php files? or phpmyadmin?