I used a shared windows hosting for one of my customers. The hosting company does not provide remote access to databases (e.g connecting through Microsoft Sql management studio). How do you work with such servers? Do you also set a web based database manager for every website? (or perhaps this special company is too restricted?)
Its difficult to give a good answer without knowing more specifics, but -
Remote access to databases is usually disabled because its a security risk with limited upside. In the MySQL world it is common to provide access to PHPMyAdmin. I dont get involved with Windows much, but there are no doubt equivalent tools (eg https://sourceforge.net/projects/mammo/ - just from googling).
If you have a static IP address you may be able to request access directly from your hosting provider. You might also be able to enable some kind of port forwarding (in the Linux world a tunnel over SSH)
It may even be possible (but mind you secure it) to use something like https://github.com/ngharo/Random-PHP-Classes/blob/master/Telnet.class.php to create a telnet proxy using php.