What option should I select?
Is this something belongs to our hosting? 
If you’re installing Database on your own PC. You should pick first. Or second obe if you’ll publish it to others from your PC.
I’m going to use MySQL DB on my site. Is that way wrong?
What you’re showing here is a piece of software used to install a MySQL database server on your own computer. You’re of course free to install it and use it, but please do note that:
- If you install and run MySQL on your own computer, your own computer has to be accessible from the internet and be online 24/7 for your website to work.
- Your website will probably be quite slow because of the latency between our servers and your computer, which database connections are quite sensitive to.
This is why most people just use the MySQL database servers we provide with our hosting, which are located close to the websites and we make sure to keep them online.
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