Does GoDaddy provide the ability to connect to the database using ADO.NET? If so, then you can populate the database using the SplendidCRM Connection Wizard. Just insert the GoDaddy connection string.
SplendidConfigure.exe is the SplendidCRM Configuration Wizard. It is the only way to populate a Community database, so you will need to get a connection string from GoDaddy. You need this connection string in the Web.config, so the real question is if you can access the database from your current system. It is possible that there are firewalls that block the database traffic.