I want to connect to the mysql database hosted on Godaddy from my localhost. When i searching for the solution on Godaddy the supporting team says that I have to enable direct database access. But i can't found how it can be enabled.
GoDaddy actually has a documentation about this. However, as stated, you can't enable Direct Database Access once the database is already created:
You must enable Direct Database Access when setting it up — you cannot enable it later.
As you stated the database is already hosted at GoDaddy, I would advise:
You will have to change your website's configuration in order to use the newly created database.
You can find the entire Help resource here: Connect remotely to databases