Fill Multi dimensional array in php with Database data?

If you are using PDO you can use below code, but next time qive more specific information in question

$servername = "localhost";
$username = "username";
$password = "password";

$conn = new PDO("mysql:host=$servername;dbname=database_name", $username, $password);

$sth = $conn->query("SELECT * FROM table");
$result = $sth->fetchAll(PDO::FETCH_ASSOC);

$finalResult = array();

if(is_array($result))
    foreach($result as $item)
        $finalResult[$item['UserName']][] = $item["Cources"];

echo "<pre>";
var_dump($finalResult);
echo "</pre>";

Connect to your DB, then query the DB table and store the mysqli result in a variable. This will place the results of the query in an array with the variable name you declare. You can use a while loop to accomplish this.

$mysqli = new mysqli("localhost", "my_user", "my_password", "world");

/* check connection */
if ($mysqli->connect_errno) {
  printf("Connect failed: %s\n", $mysqli->connect_error);
  exit();
}

$sql = "SELECT * FROM `table-name`";

if ($result = $mysqli->query($sql)) {

  /* fetch associative array */
  while ($row = $result->fetch_assoc()) {
    printf ("%s (%s)\n", $row["St-ID"], $row["UserName"], $row["Cources"]);
  }
  /* free result set */
  $result->free();
}

This has not been tested and is just a basic structure as laid out in php manual. PHP Manual on fetch_assoc()