im a linux novice too but heres how i did it:
cd to the dir that contains the tar.gz file of mysql then:
gunzip mysql-3.22.32-pc-linux-gnu-i686.tar.gz
your mysql tar.gz may have a different name, just type gunzip mysql then if you are using the bash shell press the tab key to auto complete the file name, if you are not in the bash shell just type bash at the prompt
once this has unzipped type:
tar -xvf mysql-3.22.32-pc-linux-i686.tar
this will extract all the files to the required dir. cd to the dir that has just been created nad type ./scripts/mysql_install_db or just look for the file mysql_install_db if you are in the dir that contains this file just type ./mysql_install_db
now the install is done to test type safe_mysqld & at the prompt, mysql should now be started but every time you restart the system you will have to type safe_mysqld & unless you autostart it on boot, sorry dony know how to do this on mandrake
hope this is clear for you :0)