Hi,
If I understand you correctly, all you have to do is go to phpadmin. There select the database which you want to use (the text-dropdown box on the lefttop), or, if you do not have any databases yet, create one by typing a name of the database in the form.
then go to sql (In the top menu) and paste the code there, and press 'GO'.
That should do the trick.
But if you are not sure how to do this, maybe it is an idea to first read a bit on the idea of mysqladmin / SQL, and databasemanagement?
J.