Under the Databases tab:
1. Create a database.
2. Create a database user with a strong password.
3. Connect them, so the user may use the database.
Your website's configuration needs three things: the database name, the username and the password. The database server address is usually localhost.
The web database manager opens from the same tab - browse tables, run queries, import and export dumps. Importing an existing site's dump here is the usual last step of a migration.