cyberbot9000, what means "or"?
XAMPP is just a set (collection) of compatible apps to make you able to run a web-server. No one of it's part isn't reqired for such target. For example, I run my site using linux, nginx, php-fpm, and mysql. Also it can used ruby, asp.net, python etc. instead of php, and postgre or oracle instead of myqsl, and so on...
You are even not required to have a database or php to make few website pages with static content.
msql+heidiSql is just a database and UI to administrate it.
I can't understand what criterion you comparing these things by.
I'm not English so I can do some grammatical mistakes =)