To follow up on what Houdini says, many webhosts now also provide access to an SQL management tool such as phpmyadmin, which you can use to create your tables and browse their contents. My web host provides me 2 databases, but since the number of tables you can have in a database is large (65,000 ?) I've only ever used one with a very similar prefix structure to Houdini.
There are also good PHP/MySQL tutorials you can look at once you've mastered the basics.
Blu
Edit: Without knowing precisely what you are trying to do, it is difficult to say if you could do it with just PHP and no MySQL. A few years ago, I did manage to use a hard coded array to create an online ordering system