MySQL stored procedures and stored routines are supported after MySQL 5.

All SiteGround clients can use MySQL stored procedures and routines  on their web hosting accounts.

To use stored procedures, you should first create a database and add a database user to it. Make sure that you select the "ALL PRIVILEGES" option when you add the user to the database.

Then you should open cPanel > PhpMyAdmin, navigate to your database, open the SQL tag and paste the stored procedure code.

Comprehensive details on MySQL stored procedures and their syntax can be found in the MySQL5 official documentation:

http://dev.mysql.com/doc/refman/5.1/en/stored-routines.html