Generally, you can't even *SEE* databases that are on the web, unless the DB administrator gives permission, which rarely happens.
If you are coding in PHP, then your MySQL Database needs to be on the SAME COMPUTER as your PHP code or--at the least--on the same LAN as the PHP code.
If you are just starting out, the best thing to do is install MySQL on the same computer as PHP and make that computer your Web Server (or at least your test web server).
And then you *can* create a MySQL table from PHP code, but it's almost NEVER a good idea to do that. 99%+ of the time, you should create your database and all tables *BEFORE* you start writing PHP code to use the tables.