What's one of where?
Are you saying you're not hosting the server? Or hosting what? What are you asking? That the database can only be made on the computer that hosts?
Please.. Use structured sentences and correct your spelling mistakes. It's really hard to help you out if you don't even have the decency to explain the problem and what it is you're looking for...
Please provide a picture other than one from a page with forms to connect to a database.. It's really not that helpful.
Also, this has nothing to do with RS2 server development. Or at least you haven't specified that it does.
Regards