Connecting with HeidiSQL to Hostgator or any other webhost that has CPanel is quite easy.
It won’t work by default.
Go to Cpanel > MySQL area > Remote Mysql > enter your ip there. You can find your ip by using google to search, “my ip”.
Then start HeidiSQL, enter hostname, username and password, the same as you do when you connect to FTP.
All your sql databases should appear there after you connect.
This can be very useful if you want to import a really huge SQL database, something that is not possible by using phpmyadmin.