I have never worked with MySQL.
I want to build a small website.
I consider using MySQL.
If I create a small MySQL database with tables and data, will I be able to upload it to my website, and will it be simple?

I want to be sure I understand the question here. When you say upload "it" do you mean the table creation along with the data or do you mean the MySQL database server? If it is the server then it is best to make sure your hosting company already hosts MySQL databases. If not then this is impossible unless you have root access on the server.

If it is just the database tables and all the data, there are several ways of doing this, you can use mysqldump utility to get a copy of the create table scripts along with the data in a particular database (or all databases). Hosting companies if they provide MySQL databases also provided phpMyAdmin which will help you run this dump script returned from mysqldump command line.

Hope this helps!!