many hosts will set the MySQL server up in such a way that outside connections will not be allowed
For development and learning, it is a good idea to set up local testing server. With a local testing server, you will not need to worry about the hosts restrictions on the MySQL server.
For details on setting up a local testing server, see the learning resources page:
resources.php
this page also has tutorials for setting up your Dreamweaver Site and configuring the database connection.