First, I don't think MySQL lets you do a "SELECT * FROM A INTO B", though you can do:

INSERT INTO A (col1,col2,col3) SELECT fld1,fld2,fld3 FROM B;
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Also, you only need one database connection to run both those queries since they both act on the same database. And, I would use $row[0] a bit differently,

my @pats = ();
my $dbh = DBI->connect("DBI:mysql:database=proyecto;host=localhost",
                       "root", "xyz123",
                       {'RaiseError' => 1}
          );
my $sth = $dbh->prepare("SELECT DISTINCT PAT FROM patentes");
$sth->execute();
while (my @row = $sth->fetchrow_array) {
     push @pats, $row[0];
}

foreach (@pats) {
     # TODO: CREATE TABLE NAMED $_ HERE ?
     $dbh->do("INSERT INTO $_(col1,col2,col3) SELECT fld1,fld2,fld3 FR
+OM patente WHERE pat = $_");
}
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However, from your post, it sounds like you'll also need to run a CREATE statement for each table in @pats, unless they already exist.