Installing MySQL couldn't be any more easier. It's an EXE file that will install. It's the POST installation stuff that you have to do. You have to make a my.cnf file and put it in on the root of your system drive -or- alternatively, you could make a my.ini file and put it in your windows/ (or, winnt) folder with the rest of the .ini
Once install, you can use a program like phpmyadmin or MySQL-Front (or db-tools, etc).. There's tons of them out there.
Still need more help than that? Btw, don't forget to download the myodbc drivers for MySQL.