Like I said, writing the PHP script is easy, and giving it to you here is just letting you stay uninformed:
This will list all the words in your database in on long column, complete with links. To sort them all into rows as you have done, well, that takes a little more work.
What we can't do for you is set up your database. You'll have to do that for yourself, whether through your web hosts control panel or whatever.
This book should be all the help you need and more, both to modify the above script for your needs and to set up this and future databases. You should post any questions you have in the PHP forum.