You can use phpMyAdmin to connect and manage your MySQL databases. This article will show you how to install and connect, all through the control panel for your site.
First you will want to log in to your control panel and navigate to the App Installer.
Scroll down until you find phpMyAdmin and click on the "Select this Application" link:
On this screen you can adjust where you want the app to be installed, it will default to creating a directory for phpMyAdmin. **Note it will overwrite anything in the given path** .
The Database Server Name can be found in the control panel under MySQL Manager > Click Manage on the database you want to connect to > Database server (should look like my##.winhost.com).
Then click on Install Application.
The application will now be installed, once it completes you should get this screen saying successful. You can then visit the link provided to go to the app.
Finally you just have to log in. The username can be found in the same place as the database server name was found and the password will either be the same as your control panel or something you set it to.