Yes you can create a web server using DBPRO without web hosting; XP Profession will handle it; but you have some learning to do. If you are serious about this then consider the following.
You need to get informed; get understanding about IP addresses and ports. They can be compared to phone numbers and phone extensions. Having a www address has nothing to do with hosting a game on your home PC.
You need to use a third party plugin to make network development more easy to manage. Lose the NET commands from the standard help files and look into MikeNet, MultiSync or Matrix1. You need to set your firewall; and in some cases you router; to allow people to connect to your PC using your game, and port forwarding... eek.
What would be ideal is for you to obtain a static IP address from your internet service provider. Otherwise you'd need to keep your client program instances informed of what IP address they would need to connect to; which would be easier if you did obtain a web host (www as you call it), since that would have a static IP which can forward your players to your dynamic IP; which can be distributed on the web server.
A static IP never changes, but dynamic IPs do. HTTP (www) address are actually names which point to an IP address. You can even host a website on your computer using a HTTP server such as
WAMP.
But I must warn you, you need patience, concentration and plenty of time. Network programming gets complex very quickly. Every shared game process needs to be sent backwards and forwards, 100s maybe 1000s of game objects and variables would need to be synchronized using code, directly or indirectly. Players will disconnect, connect, crash the game, hack and do what ever they want; your skills need to overcome these things. And that is just the programming, you also have to maintain your server and any data storage used.
Without a clear plan or at least a documented design of your game with flow charts or some illustration of what must take place; it will be too confusing for you at this point. By the time you get into working on allowing the player to control online characters and objects, your code will exceed 1000s of lines, which requires full understanding. Just checking to see if a connecting player is really a player who is registered to play, who really downloaded your game, and obtaining their settings and validating them takes days, maybe weeks to develop alone.