I have never used PhpTriad, but if you have it installed MySql should already be set up, now you just need to learn how to use it 🙂 I don't know what O.S. you are using, so I will assume you have W98 just cuz.
Some people will say to set up databases with an administration tool like PhpMyAdmin. I do not recommend that at all. Doing it that way will teach you nothing and you will be struggling with every application you write.
If your path is set up properly and mysql is set up with the defaults, you might be able to just open a DOS window (Start>Run>"command">OK) and type:
mysql -h 127.0.0.1 u- root
If you get 'bad command', then you need to navigate the DOS window to wherever MySql is installed then go into the 'bin' folder and try to start it. Once you are connected, I would start by going through the MySql tutorial one page at a time which will teach you the basics.
A MySql table can almost be thought of like an Excel document with rows and columns, only capable of much more. After you are familiar with the concepts and how to work with the data, then move on to tutorials that integrate PHP/MySql or seek out some more high powered SQL information.
Wherever you see shell> just substitute whatever your command prompt is for shell, do not actually type 'shell>' For instance, my MySql command prompt to start MySql is:
C:\Program Files\EasyPHP\mysql\bin>mysql -h 127.0.0.1 u- root
(EasyPHP didn't set up my path, and I am too lazy to fix it)
Tutorial chapters:
http://www.mysql.com/doc/en/Tutorial.html
First page, making a connection:
http://www.mysql.com/doc/en/Connecting-disconnecting.html
EDIT: Lesson two, don't believe everything on the forums 😃 I thought I gave you the way I connected to MySql, but I cannot seem to get a mysql command prompt anymore. Either I broke something or forgot how to do it. If you have troubles connecting through the shell, you can still use an administration tool to run queries and just ignore all the other buttons and stuff.