ssh -N -L 3307:localhost:3306 web
Now localhost:3307 on your machine is port 3306 on the server, as the server sees it. Connect with your usual client:
mysql -h 127.0.0.1 -P 3307 -u shop -p
-N means don't open a shell, just forward. Use 127.0.0.1 rather than localhost in the client, otherwise it may try the Unix socket instead of TCP.
The middle localhost is from the server's point of view, so a database on a third host works too: -L 5433:db.internal:5432.