You have provided very little info so it will be difficult for anyone to help unless you provide more info:
1. You state that you have a web server but you must be running an application on the server and that is what would connect with the database. What is the application and have you run it successfully in a test system or is this your first attempt to make it work? Are you really confident that the application itself doesn't have any problems.
2. What type of database is it?
3. How did the system get configured. Did you do it yourself?
4. Was the database configured correctly?
If the database was created correctly and if you are confident that the application works (at least in other installations) , then the configuration in your system may not be defining the database correctly. You should check the installation instructions and make sure that everything was done correctly and that you are using the correct format for the config info for your server.
