Error during table creation : is not valid at this position expecting an identifier
You are using a reserved word "Order" as a table name.

This is possible, though still not a good idea, if you (always) embrace the name in back-ticks, i.e.: `Order`. It would probably be better to come up with a different table name, though.

By the way, your Order table has a few other issues as well. You need to add the CustomerID and EmployeeID columns before you can create foreign keys with them:

Create Table `Order` ( 
  OrderNo Int Primary Key, 
  CustomerID Int, 
  EmployeeID TinyInt, 
  Foreign Key(CustomerID) REFERENCES Customer(CustomerID), 
  Foreign Key(EmployeeID) REFERENCES Employee(EmployeeID)
) ENGINE=INNODB; 


Also, are you sure tinyint is the data type you want for EmployeeID? It's got a very limited range, only [-128, 127].

Another good idea is to specify your ints (in all the tables) as unsigned, i.e.: CustomerID Int unsigned, since presumably you won't be using negative IDs.