[Doliver]

First of all, you gotta make sure you have MySQL running on your server.
If you have it in a hosted server, prolly MySQL is already OK. All you have to do is get the required info, like the server Addres, user, and password. (normally they are available when you log into a CP or something)

If you are trying to run your application on your own computer, things get a little bit more difficult. You must do all the instalation and configuration steps and make sure it's working. I don't remember all the steps now, but its not hard to google tutorials with this kind of info.

I'll wait for you to answer and explain a little better how you are running your system and then I'll help.