This is my first time of hosting a dynamic site. I use PHP and MySql database, but my connection file is giving me problems.

Thats so easy.

All you have to do is include the credentials that allow you to login to the database on the remote host.

Since you're application was working locally, that's the only change you should make.

Consider using apache.

See ConnectionStrings.com for proper connection string syntax.

you need to create database user,password and a database

create tables in the database

update your PHP code with correct username,password and database name