Newbie writing database to web based server., server, sql, database Options

[pellikkan]

Hi there,
Here's what I have already;

...windows 8.1 desktop using mit app inventor emulator for android client ,
...web based external server with domain name and admin rights.
...used filezilla so far to write and edit on server.

I want to set up an android web service not unlike the
ubiquitous stock quote apps where the android app
sends stock symbol to web server, which returns current value.

I was successful writing the app inventor yahoo stock quote tutorial,
and now wish to change the yahoo server to my own server space.

I'm thinking next step should be to write a database to my server space,
which is where I am hung up.

Q; should I download a php program, mySQL, sqLite, or what???

I am unclear since some places say that sqLite is better for
developing, but other places seem to imply that that it is not
for external web based services. I don't want to install and learn
something if it's the wrong thing.

Do I use an sql program to write the database itself, or is that php?

Thanks!
Cheers.