Dude, where's my server?

I have made a blog-like page for a client, and I’m ready to upload. But here’s my problem:
They wanted to be in charge of ordering the web-hotel. That’s fair enough, if the dudes they ordered from knew how to host an mssql database, which they don’t.

I don’t know much about servers, but when they asked me to use ‘localhost’ to connect to their server i started thinking that it might take some time to get this database up & running…
So it looks like I’ve got two options:

  1. Teach myself & the webhotel dudes how to host a database
    Is it really really easy so i can give him a link and look at him go? If yes what’s that link ?

  2. Create the database on my private domain and use that with the page on the other domain. What sort of problems could arise?

I realize these are stupid questions, but it’s a stupid situation, so why not.