How do I set up a database for my website?

You can not use html for this. You will need to learn the mysql database, especially security issues and using a single user to access it. Then you will need to study php, which you need to create the scripts for manipulating the data and reading it back to create the web html from it. Again you MUST become very aware of security to prevent someone gaining access to your system by forcing an injection script through mysql. Otherwise your site may not last a week. Create all your data using the smallest amount of details in any table, using a unique ID for every item rather than a name. Then use individual tables for additional information, linked to these IDs.