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I have already developed a JAVA SWING Application. I want to install this application in several computers which all have access to internet .
So where should I place my MYSQL Database ? All these computers should have the ability to access the same database via the internet.
It’s not very common to allow access to a database directly over the internet for security (authentication authorization, encryption) and performance reasons. In most cases, you would create a web-based server application which can perform database operations, enforcing business, domain, and security rules. The client application makes calls over the internet (using REST calls, AJAX calls, or something proprietary), and gets the results back from the server.
In your case, since your client software is Java, you may want to research Java Servlets and run something lightweight like Tomcat as a serer.
Please see this page and this page for an explanation of client-server relationships.