Assuming that you're a Windows user...
Did you try entering into your account from command prompt?(mysql/bin/mysql.exe)... Is your MySQL server running?(mysql/bin/winmysqladmin.exe)
try changing your code to this...
$db = mysql_connect('localhost','','');
mysql_select_db("mydb",$db);
$result = mysql_db_query("Select * From Employees",$db);
TommYNandA