Although some DBMSes will infer (or attempt to) the schema from the imported data, it is probably safer to deal with the schema separately from the data load per-se.
If the database where the CSV files came from is still accessible, you may request an export of the SQL DDL scripts that can be used to re-create the same SQL objects (tables, indexes... elsewhere). This would give you a leg up to start the schema on the new host, even if you plan on changing a few things in the schema.
If no such schema is available, you may need to re-discover the orignal schema, by importing these table individually (or merely inspecting the CSV txt). As a hint, the smaller tables may be the ones to load first, as they are typically lookup tables, or "header" tables with fewer rows and they are the ones that will relate to the bigger tables.