Here's a couple of things you should mention.
1. HeidiSQL is just a client, and the server needs to be running before connecting.
2. MySQL accounts and WoW accounts are two different things.
3. Data (such as WoW accounts) cannot be changed before the correct database (1) and correct table (2) has been selected in the object tree (left).
4. SQL scripts will, if they do not include database names in them, run against the database currently selected in the object tree.
Mentioning the above bullets would clear up a lot of common misconceptions.
If you are creating your own private WoW server package:
* You can create a desktop shortcut that starts HeidiSQL with correct parameters:
heidisql.exe --host=127.0.0.1 --user=root --password=ascent -d "WoW" -C
* You can create a connection profile by dumping a few bits of data in registry.
* You can open SQL scripts by double clicking if they're named ".sql".
* You can include database names in SQL scripts so the user does not have to select it, for example:
INSERT INTO accounts (field1, field2) VALUES (data1, data2)
INSERT INTO wowdb.accounts (field1, field2) VALUES (data1, data2)