I used a WebMonkey tutorial to get into PHP/MySQL. They had me create my DBs from the command line. I can do it just fine, and I don't mind working from the command line if it's necessary, but, is there an easier way to do it in windows?
Go to sourceforge.net and download phpMyAdmin. If you have php running, this is a decent front end for you. There are a lot of front end GUI's available though.
http://www.mysql.com/downloads/mysqlcc.html
MySqlCC is nice, and free