With our free hosting you wont be able to connect to the database from a source outside of your account, nor can you access a database located elsewhere from our servers.
If you have a premium account however you can use remote mySQL, and in that case your domain (or server address) should work for host as far as I know. You would also need to add the IP of the remote server under "Remote MySQL" in cPanel to allow connections between your server and that specific IP.
For a more detailed information on how to achieve this on premium hosting I would recommend that you open a ticket in the clients area where staff can see your account and give you relevant information for your server.