Need Help with my frist database

I am developing a Java application locally with a very simple database.
Where do I begin when I want to make a database? I know SQL but never done a connection to database.
I can do my tables with a database tool program (does Sun have such a program for design of database?)
When I am trying different database tools, they want me to connect to the db-server? What does it mean? How do I choose a db-server (this is not a web application).
Thank you for some advice to push me in the right direction...
Kia

I by myself (the writer of this topic), found a great website with instructions in details for newbie like me. I am recommending it to everyone who is doing its first database:
http://www.developer.com/java/data/article.php/3417381
Questions I made before are all answered here, as:
Getting things up and running
As a minimum, getting up and running with MySQL and JDBC involves at least the following steps:
Download and install the appropriate release of the MySQL database server software (several different releases are available).
Download and install the MySQL Connector/J -- for connecting to a MySQL database server from Java.
Download and install the documentation for the MySQL database server.
Download and install the documentation for the Connector, which is a separate documentation package from the database server documentation.
Write and test one or more JDBC programs that will act as a database administrator, creating one or more users and possibly one or more databases on the database server. (I will show you three different ways to accomplish this.)
Write and test a JDBC program that will log in as a user and manipulate data stored in one of those databases.
Nice yeee... This was what I needed...
Message was edited by:
Kia70
Message was edited by:
Kia70

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    Message was edited by:
    new2this2020

    What's the problem you're having ???
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