If your host allows it, mysql does as long as the requesting computer has the right usename/password and connection string.
I'd add to that by also saying 'so long as the MySQL server is accepting connections from non-local hosts', too...
I don't remember how fine-grained it gets, but you can control which users can connect from which machines. So that's something else to check
This can be setup through CPanel on the MySQL screen before you go to phpMyAdmin. Pick an IP or a hostname to allow near the bottom of the page.