I am not sure I understand '.. script create statements for tables'.
You can of course enter SQL yourself in the editor (instead of using the GUI functionalities), but I rather think you would use a script using 'symbolics' or 'placeholders' for the real table and column names – and possibly even use conditional statements and loops/repetetive statements. Do I understand correct?
There is no scripting engine/interpreter or whatever of the kind in SQLyog.
Do you have any idea of what kind of script language would be appropriate?