From Wampserver to live host

I have set up a WordPress website on a hard drive using Wampserver. I am ready to go live. My understanding is that I just need to transfer my WordPress directory (X:\wamp\www\wordpress) to the live server and then fix any hard coded links. I am concerned, however, because my mysql database files are located in a different directory at X:\wamp\bin\mysql\mysql5.1.36. I would assume I need to transfer them too. If so, where do I put these files in relation to the WordPress directory and which WordPress files do I need to alter (and how), so WordPress will know where to find them? Any information would be very much appreciated. Thanks!