I want to create a unique URL for each of my Wordpress user that would like like this :
www.mywebsite.com/username
I've tried using $user_info->user_login but with no success !
Just set up network with your site.
Then run this url yoursite_url/wp-signup.php .
You will see it will ask some information to enter.
Once it is done that user will be able to see his personal site.
let me know if you have any confusion.
As you want to use different database for different user Wordpress network site will help you in this.
Please check https://codex.wordpress.org/Create_A_Network
Also it will be good if you briefly describe your requirements.