You need to have previously setup database from the cPanel.
Here is a good tutorial how to setup MySQL database in cPanel if you are not familiar with this.
- Login to cPanel by accessing www.yourdomain.com/cpanel and navigate go MySQL Databases.
- Create database first.
- Create user and setup your password.
- Add the user to database by selecting the database and the username.
Make sure you have checked All privileges when adding the user to database.