The Database is the heart of your WordPress installation. Simply backing up and restoring all your files via FTP is not enough – it only contains the actual WordPress “programme” if you will, your plugins and themes, and all your uploaded media files (like pictures). It does NOT however contain your posts, links and some of the configuration data. That’s where the MySQL Database comes into play.
For any of these articles to make sense, you need to be familiar and have access to phpMyAdmin. Your hosting provider will gladly help you our there.
If you have a fairly small database (up to 5MB), have a look at this:
If you database is significantly larger, you need other means of uploading and importing it. I reccomend the sue of a PHP script, as detailed here:
One sure PHP Script is BigDump:
Obviously, before a RESTORE actually works, you would have had to BACKUP your database (naturally). Perhaps you would like to check out this article to find out how to do this:
http://wordpress-guru.co.uk/archives/how-to-restore-your-databasehow-to-backup-your-database/