Just download any php addressbook mysql application, install it and then either use an iframe to load it into a wp page or use wp-exec as plugin to query the db directly e.g. for searches or other things.
So: download XAMP , create a mysql db, create the db at your host, export/import the data and then create a WP page queering it:
ini_set('display_errors',0);
error_reporting(E_ALL|E_STRICT);
$dbname = 'YOURDBNAME';
$mysql_link = mysql_connect(DB_HOST, DB_USER, DB_PASSWORD) or die (mysql_error() . 'Error connecting to mysql');
mysql_select_db($dbname, $mysql_link) or die (mysql_error() . 'problem connecting with database');
$sql ="SELECT * from names";
$result = mysql_query($sql, $mysql_link) or die('Failed Query of '. $sql . ' ' . mysql_error());
you can now use e.g.
while($row = mysql_fetch_array($result, MYSQL_ASSOC))
{
echo "<tr>";
echo "<TD>$i</TD>";
echo "<TD>{$row['NAME']}</td>";
echo "<TD>{$row['PRODUCT']}</td>";
echo "</tr>";
}
to walk through your db and display it.
don't forget to change the db back if you query the wp db e.g. if you further down query it for categories:
<?php
mysql_select_db(DB_NAME, $mysql_link) or die (mysql_error() . 'problem connecting with database');
wp_list_categories('sort_column=name&number=10&title_li=&depth=10');
?>
Pretty easy. So start by downloading XAMP and then read the XAMP documentation on how to use phpmyadmin to create the database, fill it and export it.
cheers!