How to run a query on group of databases ?

Try this assuming all databases are on the same instance.

DECLARE @DATABASE TABLE
(
	ID INT IDENTITY(1, 1),
	NAME VARCHAR(100)
)

INSERT INTO @DATABASE (NAME)
SELECT 'Adventure' 
UNION ALL
SELECT 'TESTDB'

DECLARE @INDEX INT, @TOTAL INT, @DBNAME VARCHAR(100)

SELECT @INDEX = 1
SELECT @TOTAL = COUNT(*) FROM @DATABASE


WHILE @INDEX <= @TOTAL
BEGIN

	SELECT @DBNAME = NAME
	FROM	@DATABASE
	WHERE	ID = @INDEX
	
	SELECT 'USE ' + @DBNAME, @INDEX
	
	EXECUTE ('USE ' + @DBNAME)
	
	EXECUTE ('CREATE TABLE ' + @DBNAME + '..TEST1	(NAME VARCHAR(100)) ')
	 

	SET @INDEX = @INDEX + 1 

END

Assuming you can connect to all of the databases, and taking your 'create all at once' as literally as possible, I suggest a stored procedure.

Such a procedure would allow you to handle this almost concurrently (if you to do this with multiple sets of tables and if you have such a need) depending upon how/if you use parameters.


An example of how to write a basic procedure for creating the table is:
Here^

Note that creating a table via a stored procedure isn't normally done. I'm suggesting this to make it essentially a batch process.