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A MySQL database is very simple and nothing in itself. In other words, MySQL database is a way of organizing a Group of Tables.
Create Your First Database
Most web hosts do not allow to create a database directly through ASP or PHP script. We need to call them and request to create a new database. Sometime they require that you use the MySQL Administration tools on the web host control panel to create a databases.
Download SQLYog, a MySQL Client Software (free utility) and install on your personal computer. You can use it to connect to either MySQL database on your local computer or direclty to your WebHosting Server.
For connecting your web hosting company, you need to call and ask Server IP address.
Create a database and assign a new user to this database.