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I have downloaded a trial to see if the components can help us build a Delphi application with direct access to a MySql database on our internet homepage server.
It works fine on a local MySQl database on the PC. But I have not found out how to connect to a server on the internet. Is there a demo?

Yes, you can connect to your MySql database through the Internet. You can do it either with the help of dotConnect for MySQL (managed code) or with MyDAC (unmanaged code). Using dotConnect for MySQL, you need to set a global IP address of your host where MySql server is placed, a port that is opened for MySql server connections, and a login information in the connection string of the MySqlConnection object. If you encounter any difficulties, please let us know.

Unfortunately the web-server provider has not opened for access except for via localhost. Do you have any ideas?

Please refer to our article: http://www.devart.com/dotconnect/mysql/docs/?Using.html , the Network Tunneling section. Probably connection through HTTP tunnel will suit your needs.