Every hosting company has some control panel allowing customers to manage their websites. Let us review such tool as cPanel - one of most popular and widely used management applications.
There's no single way to open cPanel but often you can just add "/cpanel" to your website link to get into. So type /cpanel in browser's address bar and press Enter key.

It should bring some dialog like this one (Internet Explorer)
or open web page like this
To get inside you have to type login and password provided by your hosting company.
After login you will see something like this
Click on "MySQL Databases" and then scroll down to Access List section. Type IP address of your home/office computer and click "Add Host" button

This webpage will be shown indicating successful operation
After these steps you can try to connect. If all connection settings specified properly you will see "Connection successful" message.
Note: Besides cPanel there are several other management applications which may be used by your hosting. Take this short explanation as general "how to" guide, details shown here may differ from yours.