creating a connection to the Remote host in Dreamweaver can sometimes be problematic.
First you need to contact your host to see if the connection will be allowed. Some hosts allow this, others dont.
If they allow the connection from the outside3 server, you will need to also know the MySQL Server name to use, this probably wont be localhost.
It's tough to give a "proper procedure" since it changes from host to host. the first step though to contact the host to find out if the connection will be allowed by the server, many hosts also have an FAQ that will give you the information on creating the connection in Dreamweaver.