in mysql prompt i want try to create/write a file using following command :
mysql> select exp(~(select*from(select 'hello')x)) into outfile '/home/febri/meh.txt';
The fact that you are using EXP() doesn't have anything at all to do with the error. The problem is purely a permission issue. You are tring to write to
/home/febri/meh.txt as the mysql user. But mysql user cannot access your home directory. Use /tmp/meh.txt instead.
select exp(~(select*from(select 'hello')x)) into outfile '/tmp/meh.txt';