Database Instructions for Hostica:
http://www.hostica.com/_docs/mysql_support.html

Should help get you started.

The database is where data such as products, customers, order, etc are stored (for Zen Cart typically served by a MySQL server).

The files you uploaded contain code (HTML, CSS, JavaScript, PHP, etc) controlling the display and functionality of the website (served by a HTTP daemon such as Apache, nGinx, IIS, etc).

Once your site is up and running (and open for the public) make sure to create backups of both the database and files.