phpMyAdmin

I read on another thread on here that you shouldn’t need phpMyAdmin if you have wpconfig uploaded and installed properly. I am hosting on Yahoo! and trying to set up wordpress. The thing is, it almost seems as if I am unable to create a database without installing the my php software. Has anyone set up the php and mysql on a Yahoo! host before. I really need help as I have been trying to figure this out alone by myself for over a week off and on and I am suprememly fustrated. Help Pleeeeaaaaasssseeeee! thanks