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.
Further to this, what messages are you seeing in the Coordinator log? (accessible by a right click of the Coordinator icon on the taskbar of the host where you installed the CA Coordinator).
Further to this, what messages are you seeing in the Coordinator log? (accessible by a right click of the Coordinator icon on the taskbar of the host where you installed the CA Coordinator).