Not sure what the program is or what it does but if you install pnpMyAdmin you will at least be able to see if the database it is trying to access is there. Really hard to tell without more info. Look for a some type of config file in the program and see if has setting for accessing a database i.e. username, database, password or if maybe those setting are in the program itself.
I am also new to mysql and have to say haveing pnpMyAdmin helped me a lot to see how things work. You also get links to resource pages on diffrent things you can look at.