Create database if it doesn't exists with Dapper

Can I check if the database exists when creating the connection and if such a database does not exist, then run the script to create the database? I use Dapper. This is how I create a connection:

private static IDbConnection GetConnection(IConfigHelper config)
        {
            var factory = DbProviderFactories.GetFactory("System.Data.SqlClient");

            var connection = factory.CreateConnection();
            connection.ConnectionString = config.ConnectionString;
            connection.Open();

            return connection;
        }

Different environments may be used in the future, so I need this check.