You don't need lengthy lessons on this..Its pretty simple to connect them..you just need to alter the php code to SQL syntax and create tables in SQL..Now tell me if you know MYSQL or not? If not, I would say just contact your hosting company and let them connect your site to SQL. You will be saving time and your information. Its always better to get hosting help first if you are new to SQL..even after learning, you can commit mistakes which would be causing your data loss.