OK
I found the database and the PhpMyAdmin. All Good!
I noticed that there is a table, wp_mylogin. Is that there to setup WordPress logins? It looked like there were no fields, so it must be for some generic use.
I cannot see any reference to the database on WordPress of my site. I am therefore assuning that these pieces need to managed separately.
How do I know if I am really connected to the database?