Step 1: You will need to download HeidiSQL, in order to do so simply follow this link and it will automatically download HeidiSQL as a PORTABLE copy (non permanent) HeidiSQL Download.
Step 2: Head over to the Control Panel in which you need to locate the Databases Tab.
Step 3: Once you have located your databases you will copy the information provided into the respective boxes onto HeidiSQL. *Note* Pterodactyl will add unneeded spacing when copying and pasting the database information. You will need to be mindful of this, best practice would be to just slowly highlight the text and then copy it.
Step 4: Simply hit the Open button on the bottom, it will ask if you would like to save this, personal preference if you would like to or not.
Once you are logged into the MySQL, you will be able to open the database and see everything inside of it.