Hi haroldvm89,
I've came across that error message few times in my life, and the problem is there could be different reasons why the installer could not create CSM_DB. You're best bet is to start with reviewing the pre-requirements, mainly the "User privileges for MS SQL Server and CCS databases" from the Planning and Deployment guide.
If after you verify that all the pre-requirements are met and still have the same issue, look at the installation log files located under the C:\ProgramData\Symantec.CSM\Logs\Installs\. Interesting would be file with "Installlog_AppServer" or "Installlog_DirectorySupportService" in the name, look for "CSM_DB" or "error", "failed", etc...