After I upload my website on server, I got that message .. I searched on Internet and I found on Wordpress community this link , I followed the installation steps, the error message gone, but I got white screen !
Make sure your hosting server have installed mysql server, if that's not case and you are using paid hosting you can always contact your hosting provider for support.
I changed the PHP version on server from 5.3 to 5.4 and it worked fine, because wordpress version needs at least PHP version 5.4 . source