Some hosts will may provide an administrative control panel such as CPanel or Plesk, others may offer direct access to php My Admin.
If available you may also use a program like SQLYog or even the My SQL CLI client. All you need to remember to do is to take note of the database name, and any applicable user credentials, as you will need them when you come to run the Beehive Forum installer.
If they are not extracted into the right place subsequently uploading them to your server will result in your Beehive Forum not working.
There are several different ways you can create a database for your Beehive Forum to live in.
Additionally you can grant the FILE privilege globally for the user account to aid in the creation of the dictionary.
Beehive Forum would prefer it if you could provide it with its very own database, and separate user credentials to use, but if you can't provide them it should work in an existing one so long as there are no conflicting table names.
To ensure full functionality as a minimum Beehive Forum requires the following privileges granted on the user account it will use for interacting with your My SQL database: SELECT, CREATE, CREATE TEMPORARY TABLES, INSERT, ALTER, UPDATE, INDEX, DELETE and DROP.