If you mean you want to store data in mysql/phpmyadmin then you will need to first open phpmyadmin. Then create a new database. In that new database create a new table. Then bingo php should be able to write into that table.
You don't need to "put" your stored procedure somewhere, you create one by executing a CREATE PROCEDURE statement. As cwarn23 mentioned, you will need a database with tables etc for your procedure to be able to do anything.
I'm sorry jay_412 but I don't understand what you are asking. You simply need to run the mysql create procedure query. This can be done in php, or on the command line in Windows, or the shell in Linux, or in a MySQL editor such as SQLyog.