Before you can do anything, you need to add a database server to your account.
You might need to whitelist our IP addresses on your server depending on your firewall. Our current IP’s are listed on the same page where you configure a new database.
For cPanel, you can check out this guide from HostGator:
Whitelist Your IP in cPanel for Remote MySQL Access
What this does: the connection is created and all tables on that database become available to select in workspaces. You can connect more databases at any time. Open a table to run a specific query when needed.
If Test fails: verify host and port, check username/password, and confirm your network/firewall allows inbound access to the database.