Local connection with Database

How do I connect my local client application with the database on the serv开发者_JS百科er?

I am using Delphi and MySQL.

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Adding to the RageZ's answer, based on your comments to it:

If you don't have an IP address, machine name, or UNC path name, you don't know where the server IS, so you won't be able to connect to it. You'll need an address of some kind. If you can log into the server, you should be able to get its address.

Is it on a web host or something? Are you having to get through firewalls?

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you gonna have to download some component there and probably the mysql client library

Good luck.