What is it?
A script that allows you to edit your MySQL databases, tables, and entries with an extremly user-friendly Graphic-User-Interface (GUI).
What for?
To make things a lot easier for those who aren't that good at SQL and/or PHP.
Who made it?
The PHPMyAdmin development team. (That's their name for the project, obviously.)
Read more about it at their page: http://www.phpmyadmin.net/
You will have to install it manually.