There are quite a few tips and tricks in the php manual (to be found @ www.php.net) using the mysql funtions which come with php.
those functions work under unix and windows.
a little example:
$link = mysql_connect ("localhost", "admin", "admin") or die ("Could not connect");
$result = mysql_query("select * from data ");
this code will create the connection as well as sending an sql string.
hope this helps a little.