Connecting to an online SQL database [n00b]

Question

Hi, I have little knowledge of using web technologies, particularly using online databases. I can do basic php, asp, SQL and I know how to construct a proper database. Anyway, what I want to do is this:

I have a host capable of providing me with MySQL. Now how do I communicate with this database?  I'm writing a C# application which I want to be able to communicate with this database. For example say there was a table called stock. I want to be able to pass a stock name to the MySQL technology and receive the stock quantity. 

How is this done? Do you have to get data through a middle man like a php/asp script or does the MySQL technology create a session between the  webserver and the local machine (client). 

Note at the moment my host is a free 000webhost.com. 

Thanks

Thomas