There are a lot of PHP MySQL tutorials on the net. What you want to do is about as basic as it gets.
First you should know a database has tables (which have names) and tables have columns (which have names). Databases don't have columns.
You will of course need to change the data in this to match your database and table names.
mysql_connect("db.YOURDOMAIN", "DBUSERNAME", "DBPASSWORD");
the imaginary table 'tablename' has this data
$query='SELECT * FROM tablename';
echo '<a href="'.$row['url'].'">'.$row['name'].'</a><br />';