Can you create a program using SQL?

No you can't. SQL is not a programming language, so it doesn't create programs. It is a query language, and it creates queries. There is a difference. There are various things that programming languages have and that they can do, which would take a more detailed explanation to define. SQL is very limited in what it can do, being specifically designed to work with data and manipulate databases. It does not have the capabilities of a programming language. A query and a program are both a list of commands to do a task, but a program is far more extensive and can do far more things, and so it is very different to a query.