Whether you are using Wordpress, Magento, Drupal or something completely custom to your site, the connection to the database should be pretty similar.
When you register you host you will receive alle the necessary information about your database.
You will find you database connection files in the follow directories:
Most commonly you will have to fill in host(server), database name, User name, password and in some cases port. All this is provided inn the mail received when adding a host, site or database.