1. Create a database from your Cpanel.
You'll want to create a database.
Create a user.
Then add the newly created user account to have access permission to the newly created database.
See attached MySQL images....
2. Using PHPMyAdmin....
You'll want to create your table(s) and add the fields that you need to hold your data.
I have created a few quick screenshots from inside PhPMyAdmin to illustrate the process...