ok ..
so if you download the mysql software and install it you can play around with the database
you can handle your db by useing the PROMPT and write all your queries to the shell :0)
especially for beginnerst not the easiest way to learn mysql :0)
im sure there are some tools you can install to browse the database und do your first experience by clicking and draging and droping, but to be honest i dont know em
i installad a apache webserver with php LAMP (Linux Apache Mysql PHP)
and downloaded phpMyAdmin thats a nice adminsitration tool that allows you to work with your mysql database
you can build tables alter them in you webbrowser
insert delete and update data
its easy to use but the setup is a bit over the top if you dont need a webserver and php at all
if you want to setup a LAMP oder WAMP (Linux or Windows Based apache mysql php server) just google for "WAMP or LAMP How To" i think you will find one or two hits :0)
hope i could help