You can create databases on your hosting account for your websites to use. The types of databases depend on which type of hosting you have (more info):
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If you want to use an Access database, those steps are available here.
If you are creating a database to install an application like WordPress, you can alternatively install it through your control panel without creating a database yourself (more info).
NOTE: If you need to Allow Direct Database Access, but do not see the field, contact customer support. Direct Database Access is only available on paid hosting plans. If you are not sure what Direct Database Access is, see Connect remotely to databases
It takes up to 1 hour to create a database.
Once the database is created, you can click Actions, and then Details to find more information, such as its host name.