Cecil,
The Web Server has to have SQL Server installed. Is this a hosted server? If they have SQL Server installed and it is part of your hosting plan, they would give you a utility of some kind to upload and attach your database. They also may provide a connection string so you can attach to it with your local install of SSMS.

If SQL Server is not installed or is not part of your hosting plan, then you could use another database such as MySql, VistaDB, or Access by just copying the database file into the App_Data directory in your website location and using the appropriate connection.
Tim

>If I were to set up a pre-designed SQL Server database on a web server, according to a friend of mine, all I have to do is to copy the database to the web server. Is that true? It would seem to me that it's a little more complex than that. My friend says that he uses MySQL and that all he does it copiy his files over to the web server and he is done. Is it that easy for SQL Server database files?