Transfering to another host

I’m sure this is already covered in here somewhere but I can’t find it. Please forgive me for a possible repost….

I’m about to transfer my domain and the site on it to a new host. Obviously this means that the MySQL database name and login details will change. What I’m not sure about is what’s the easiest way to change these details on my existing site so that it will transfer to the new host in tact.

Will it automatically bring me back to the setup page to make these changes when i first access the site on the new host or do i have to change the details in a file somewhere before i upload the site?

many thanks in advance.