No questions are silly everyone on this site was a beginner once and I’m sure they have all in the same boat.
When it comes to deploying a database each hosting company will be set up differently and most likely each hosting plan at that company will be different. My hosting company helped me out the first time and it was actually much easier than getting my first database to work on my own computer, but a lot more time consuming.
I’m guessing you are using SQL Server Express locally, if so you will probably find your hosting company, sorry I’ve said (Hosting Company) a lot in this spiel, doesn’t support Express. This will mean you will have to go with its big brother, but most plans will have at least one available on the cheapest plan.
All that said, your database will most likely not go in you App_Data folder, I suggest contacting you hosting company and ask them about the process. One thing to keep in mind though is make sure you like you hosting company and they are not going to go away, because once you go through the process of setting it all up and getting your data into it, you want to ever have to move it!!!
So time consuming and pleasantly easy,
Cheers,
Mike.