Hey @Hongjie_Zhang - ShopifyQL is only used for analytics queries, so there's no functionality to manipulate data using it directly. You can use our GraphQL API to create a product collection though. We have some more information here in our dev docs. If you wanted to get started with our GraphQL API - I'd recommend checking out our documentation on that here.
Hope this helps - let us know if we can clarify anything on our end!