I'm calling an embedded SQL Statement "Use [master]; Create Database [db_Archive_2020]"

when I run the statement in code, I get the "database context changed to master" message, but I don't get the error from the second part "Can't create database c:\data\db_archive_2020.mdf file exists"

where does the error message from SQL Server go, and how do I get it back?

                        Get SQLStmtAttribute of hStmt SQLSTMTATTRIB_NUMMESSAGES to iNoOfMessages
                        If (iNoOfMessages > 0) Begin
                            For iMessage from 1 to iNoOfMessages
                                Get SQLGetMessage of hStmt iMessage to sMessage
                                Get RemoveComponentIdentifier of hStmt sMessage to sMessage
showln sMessage 
                        Get SQLNextResultSet of hstmt to iNextSet
                    Until (iNextSet = 0)