[Old Pedant]

Look at what I wrote:

The syntax there for the foreign keys isn't quite correct for MySQL, but it's a compact form that easy to read for a post like this.

The correct syntax is:

CREATE TABLE Customers (
    custid INT AUTO_INCREMENT PRIMARY KEY ,
    coid INT,
    custname VARCHAR( 100 ),
    CONSTRAINT FOREIGN KEY fk_customers_coid ( coid ) REFERENCES countries( coid ) 
 );

You don't have to give the foreign key a name (the part in red there). MySQL will create a name for you if you don't, and you can then find the created name by doing

SHOW CREATE TABLE Customers;

You can see why I prefer the more compact version I use when posting. It's clearer what the intent is, even if the syntax isn't quite right.