If you got the database loaded this is great, you are ready to make sure your connection to the db is working correctly. There are two ways you can update the connection. The first is to open the file directly and just specify your details for host, db name, username, and password.
You can also do this by having a page for the site open and double clicking on the connection that is listed in the databases tab of the application panel. You will be able to enter the details for the connection.