I installed SQL server 2012 sp2 , and after we installed change auditor coordinator with domain Admin account, we don't find any database created in SQL server.
When you installed SQL, what groups did you grant administrative rights to SQL? By default, Domain Admins and/or local admins of the SQL host DO NOT have rights to the SQL server.
When you ran your CA install, did your "domain admin" account get correctly added to the DEFAULT - Change Auditor Administrators group?
Regardless, you probably want to make sure that "DEFAULT - Change Auditor Administrators" has at least DBOWNER rights over the CA DB.
When you installed SQL, what groups did you grant administrative rights to SQL? By default, Domain Admins and/or local admins of the SQL host DO NOT have rights to the SQL server.
When you ran your CA install, did your "domain admin" account get correctly added to the DEFAULT - Change Auditor Administrators group?
Regardless, you probably want to make sure that "DEFAULT - Change Auditor Administrators" has at least DBOWNER rights over the CA DB.