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I want to know the best approach for mysql connection creation and termination to an External MySQL instance, to allow more than 1000 users to access AWS lambda function at same time.

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The best option is to configure MySQL on AWS RDS.

1: https://docs.aws.amazon.com/lambda/latest/dg/vpc-rds.html. Accessing MySQL from AWS Lambda is no different than accessing it from any native code (Java/ Python/ Node or C#). Be sure to configure proper roles so that MySQL can be accessed from lambda (details).

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But I have an external MySQL database, So basically I want to know that how to create and close connection in the way to allow more than 1000 users access same query at same time.
Are you facing problem in connecting to external MySQL or are you facing issue in concurrent 1000 connections? Can you please specify.
I'm facing issue in concurrent 1000 connections
I would suggest you to be more clear in your details. That will help others to help you. Please state the problem you are facing in detail.
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1000 concurrent connections is the default limit for a single lambda function. From the console you can increase the number of "nodes" running your lambda function or you can increase the size limit. -> https://docs.aws.amazon.com/lambda/latest/dg/concurrent-executions.html

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