为什么mysql安装好后没有数据库文件？？

环境Redhat8.0 + Mysql4.0
我的mysql用户目录为/opt/mysql
使用root身份安装。
包解开后运行如下命令：
> cd ~mysql
> cd mysql
> scripts/mysql_install_db

安装之后出现下面的提示，但是data/mysql和data/test目录下没有任何文件，启动mysql失败，怎么回事？？

Installing all prepared tables
030521 22:20:18  ./bin/mysqld: Shutdown Complete


To start mysqld at boot time you have to copy support-files/mysql.server
to the right place for your system

PLEASE REMEMBER TO SET A PASSWORD FOR THE MySQL root USER !
This is done with:
./bin/mysqladmin -u root password 'new-password'
./bin/mysqladmin -u root -h Beetle password 'new-password'
See the manual for more instructions.

NOTE:  If you are upgrading from a MySQL <= 3.22.10 you should run
the ./bin/mysql_fix_privilege_tables. Otherwise you will not be
able to use the new GRANT command!

You can start the MySQL daemon with:
cd . ; ./bin/mysqld_safe &

You can test the MySQL daemon with the benchmarks in the 'sql-bench' directory:
cd sql-bench ; perl run-all-tests

Please report any problems with the ./bin/mysqlbug script!

The latest information about MySQL is available on the web at
http://www.mysql.com
Support MySQL by buying support/licenses at https://order.mysql.com