Where should I look for my.cnf?
I don't know XAMPP that well, but a quick search turned this up:


  How to find my.ini and my.cnf
  
  To find these MySQL config files, do this:
  
  
  Go to Folder Options: in any folder, go to the top horizontal main text menu >> Tools >> Folder Options
  Enable 'View Hidden Files and Folders', and 'View Protected System Files', save &amp; exit
  Go to C Drive, locate and rename the my.ini file, which will now be visible. Rename it as my.ini.bak
  Go to /xampp/msql/bin - locate and rename my.cnf, to my.cnf.bak
  If there is no file my.cnf, but there is one called my - then that is the one you want. Rename it to my.cnf.bak
  


As for whether you can do this with an online site, you can change it online, but unless you update your my.cnf, the change will be lost after mysql restarts the next time.