By far the easiest MySQL front-end for Windows is HeidiSQL:
http://www.heidisql.com/Check out screenshots of features here:
http://www.heidisql.com/screenshots.phpAll you need to know for a connection is:
.Hostname/IP of server
.DB user name
.Password
.Port (normally 3306)
The connection will be made via TCP/IP on the specified port.
Of course, the MySQL daemon on the Linux server must be configured to allow remote administration login. In shared hosting, this setting can usually be set from the hosting panel, if you have a root server that you administer yourself, you may have to change the MySQL config file.