Install scripts?

Rookie question... I'm converting a MySQL database to Postgre. In MySQL,
all the tables are defined in seprate 'table_name.sql' file.

There is one 'install.sql' file which does something like:

DROP DATABASE db_name IF EXISTS (<--- is there something similar in
Postgre? Like the CREATE OR REPLACE FUNCTION)

CREATE DATABASE db_name;

USE db_name;

SOURCE users.sql;
SOURCE teams.sql;
SOURCE players.sql;

etc.

Using the mysql command like tool, you just run "source install.sql"
and the whole database is loaded.

How do you do this with Postgre? I tried using the "insert filename"
command, but one file cannot seem to load another (ie, a SELECT filename
gives me an error) and to start with, I cannot find something similar to
"USE DATABASE" ....

Thanks!