How to import and export database using PHPMyAdmin
You can easily create MySQL databases in your localhost or hosting account. You might have seen SQL file when you buy premium theme or free theme package. You can see 'create database and import' steps in documentation. How to create database and import?
Localhost
If you don't have server or you want test/configure build in local system. You can install XAMP, XAMP is a free and open source cross-platform web server solution stack package.