Do I just enter my web site domain name? Does it matter if I use the http or not? Do I need a trailing slash at the end?
That is the information you need to ask you host administrator!
No, trailing slash needed, but the address to your mysql server is nobody but your host administrator could possibly give.
You need to know the following:
1) address to mysql server
2) database name (you might need to create one yourself, but again, the host's administrator should help you)
3) username and password for the database
As of admin user/pass at the last section - its your choice, that is the administrator account you create to manage you gallery.