From your reply, all that is possible once you set up your database server on your network or even the Internet. All that you need to know is not going to be in my reply unless I note web content.
Admit you are just starting out and take a few classes on SQL administration and if you are paying attention then it will start to make sense.
That is, your database server (not a file!) is on some server then your app connects to that and you allow, or not, changes per your SQL rules and your code.
PS: Can't go to school? Get started with web content like this: https://www.google.com/search?q=your+first+vb.net+mysql+project