B4J Question Server SQL database

Firstly, i want to apologise for this thread but i am completely comfused.
All these 4 years i develop apps without server sql databases and i am completely new to this one. I did a lot of search (about 3 days) at forum about creating a server sql database that connects to android-ios devices and i think that's why i got confused.

My steps till now:
I achieved this get working. So i went to next step, here combination with this thread, server is running normally and i can reach it, but i get stack here:

Server Configuration

JDBC is a Java API that provides a standard method to access any database. A database driver (jar file) is required for each type of database. You will need to download the driver for your database and put it in the jdbc_driver folder.

The Java server configuration is saved in a file named config.properties.
This file includes two sections: general configuration and a list of SQL commands.

Click to expand...

I did downloaded this:

• Google for <your database> JDBC Driver to find the required driver. For SQL Server you can use this open source project: http://jtds.sourceforge.net/

Click to expand...

and i got the config.properties from jRDC2 example but i don't know where to put jdbc_driver folder with jtds-1.3.1.jar file (that i did download from upper link) and config.properties.

My next step was to try Web Apps Overview with sql server example, but i couldn't achieved to get that running, because i don't know how to edit sql database.

What exactly is server sql database? a file like sqlite .db?

Where is this file location? JdbcUrl=jdbc:mysql://localhost/test?characterEncoding=utf8

Please show me the right way to create a server sql database in order to GET and POST data because i am completely comfused.

EDIT:
All these questions answered with this:
Install XAMPP, start a server and everything working FINE!