XAMMP is used for a local, simple web server (Apache) with a database (MySQL) and PHP. You need all of these for your Unity application to connect to is using the `WWW` class. Your application will connect to the database via a http request, the server will see that you are taking to a PHP script, will run the PHP script which has access to the database, so can do something (write or read) and let the http request know. I guess, if you want to use a database directly from the Unity app, and each client has it's own database, them sqlite can be used without a web server. If all of the clients need to talk to the same database, you'll need to use Apache. (Or another web server.)
(If you want clients running your Unity application to have direct access to the MySQL database, this is actually possible, and you can add these users network access. If you have hundreds or thousands of users who need access to the database, then this is maybe the most bizarre, risky approach to take. See http://www.rackspace.com/knowledge_center/article/mysql-connect-to-your-database-remotely for the details. This is meant purely for admin users to access access to the database remotely. It's never intended for end users. Which is what an http server and PHP are for.)
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