Where to look for a forum thread in database?
I don't know how 6 version works with forum (because I've never used 6v), but in d7 forum is actually is a node (threads are node types). I thinks you can search for forum table which holds the nids of threads and node and node_type tables for actually for that nodes and thread type... 

To find the node by Title:
Open your PhpMyAdmin from browser -> select your db -> open 'node' table -> switch to SQL tab -> SELECT * FROM node WHERE title = "YOUR TITLE"

EDIT:
threads are taxonomies, not node types (based on comment of Mohammad Ali Akbari)