MySQL will just sit there unless something tells it to do something. An easy way to start creating databases and adding tables and data to them is to get a GUI ( Navicat is an easy one to get started with. When you are ready to learn some more in-depth commands for MySQL, you will want to start familiarizing yourself with the MySQL Reference Manual . When you are ready to start using MySQL from within PHP, you will want to read a good tutorial on the subject. This tutorial should do well for you.

http://www.phpmyadmin.net/home_page/

Quote from their website :
phpMyAdmin is a tool written in PHP intended to handle the administration of MySQL over the Web. Currently it can create and drop databases, create/drop/alter tables, delete/edit/add fields, execute any SQL statement, manage keys on fields, manage privileges,export data into various formats and is available in 50 languages.

This is the best web-based MySQL tool I have found.

The MySQL server also needs to be running before using it. It is not like PHP, since PHP only runs when it needs to. Start -> Run -> "services.msc" -> Enter. Then select the MySQL service and hit 'Start'.

MySQL when installed, automatically starts the service for you.. Check and make sure that it is set to autostart