Your first step is to go to the Control Panel and select Goodies and Manage MySQL. This will allow you to setup the database (in which you will create any tables you need), together with the hostname, username, and password stuff that you need to use in order to connect to the new database. I recommend staying with the default hostname (mysql.yourdomain.com), by the way.
Once you have done this, you will have to wait a little while for the DNS to update for your hostname (this works like creating a subdomain). Then you will be able to access an application called phpMyAdmin that will allow you to administer your database.
For information on how to create tables, I recommend this tutorial on the MySQL website. For information on how to use PHP to connect to your database and start using it, I recommend this DreamHost Wiki article.