Not particularly helpful then?
phpmyadmin is a web based manager for mysql, and is traditionally stored on the same server as the database. The steps are basically this if you only have ftp access:
1) Download phpmyadmin
2) Extract the files in the download to a folder on your machine
3) Create the config.php.inc (based on config.sample.php.inc) to define your mysql connection settings
4) upload the entire folder to your web host into a suitable folder such as "phpmyadmin" off the root of your web space
5) Browse to http://youdomain.com/phpmyadmin and login
More detail can be found here: http://wiki.cihar.com/pma/Quick_Install
It would appear that with your host, you will need to ask more specific questions. Such as:
1) Does my hosted space come with phpmyadmin or something similar, and if so how do I access it?
2) If it does not, would it be possible for you to install it for us?
3) If not, do you have any objections to me installing it?
The level of support they provide is going to be a marker of how well your experience with them is going to be going forward. If they are not helpful now, how helpful will they be if your site goes down?
If you do not get the kind of service that matches your expectations, then you should really consider an alternative hosting provider. Even if there is a penalty in moving, this could be far outweighed by the cost to your business of not having the support you need when your site is live and uptime is critical.