Create a MySQL database

If you are using a hosting provider, you may already have a WordPress database set up for you, or there may be an automated setup solution to do so. Check your hosting provider's support pages or your control panel for clues about whether or not you'll need to create one manually.
If your hosting provider supplies the cPanel hosting control panel, you may follow these simple instructions to create your WordPress username and database:
Log in to your cPanel.
Click MySQL Database Wizard icon under the Databases section.
In Step 1. Create a Database, enter the database name and click Next Step.
In Step 2. Create Database Users, enter the database user name and the password. Make sure to use a strong password. Click Create User.
In Step 3. Add User to Database, click the All Privileges checkbox and click Next Step.
In Step 4. Complete the task, note the database name and user. Write down the values of hostname, username, databasename, and the password you chose. (Note that hostname will usually be localhost.)
If your web server has phpMyAdmin installed, you may follow these instructions to create your WordPress username and database. If you work on your own computer, on most Linux distributions you can install PhpMyAdmin automatically.

Look at this video tutorial to discover how to install a database on your Hosting Provider. It's the same procedure for the most important Hosting Providers.