How create user with admin option?
There's no global GRANT in Teradata, you can only grant on a database level.

That's one of the reasons why there's a superuser (usually named sysdba) who is the root of all databases:

dbc
 |...
 |-SYSDBA
 |...   |-myDB
 |...   |-myOtherDB
        |-anotherDB
        |-userA   |-subDB
                  |-anotherSubDB
                  |-UserB
                  |...


This user is an owner of all databases/users below him in the hierarchy and as owner you can Grant/Revoke any right on any owned object.