You don't need to create a new database, but rather a new table in an existing (or new) database.
What you need to do is go into the "DB manager" (PhpMyAdmin) from cPanel, browse to your ListMail database, and run the table creation code as recommended.
CREATE TABLE `track` (
`autoid` INT UNSIGNED NOT NULL AUTO_INCREMENT PRIMARY KEY ,
`uid` TINYTEXT NOT NULL ,
`msgid` TINYTEXT NOT NULL ,
`stamp` TIMESTAMP NOT NULL
);
Providing you do this in the existing ListMail database you would then configure the script to use the same host, user, pass, and db as set in ListMail's config.php.
Regards