any information about connecting to the MySQL Server will be available in your Hosts control panel.
the key to making DW connect to the server is setting up the DReamweaver Site correctly.
in the Dreamweaver site, you nee to define a testing server, the testing server connection is what DW will use for making a database connection, if you trying to connect to the remote MySQL server, then the DW testing server needs to be configured to connect to your site using FTP. make sure that the HTTP Prefix address for the testing server is a valid address t your site as well.
once the site is properly defined, you can create the Data Base connection. if you log into your sites control panel, you should be able to find the MySQL Address to use for the database connection.