You can use DOS to interface with MySQL. You can log in to the server and add users, create databases, etc...anything you want. Once you create a user, you can then use this user in your PHP scripts to log into MySQL and display data...
Go to a dos prompt, navigate to the mysql/bin directory.
start mysql by using 'mysqld'
log into mysql using 'mysql -uroot'
from there you create databases and issue queries. You'll want to read up in the manual on how to assign a password to your root user, to prevent unauthorized access, of course.
If there are any other specific questions, just ask...
www.devshed.com has a mysql forum that is very helpful, and there is a database forum here on phpbuilder where you might get better answers to database only type questions...
---John Holmes...