You'll need:
1. A place to store the data. That is, MySQL is the program, but you need data files/tables/colums. If you'r doing this all via command line, that's create, but I'd definitely recommend a GUI to do this.
2. A way for PHP to get to the data. This means creating ODBC connections. Then, you'll need to code so your PHP to get access to read/write to the database files. I'd recommend doing this in a include file as a separate procedure, so that you can do includes on your working PHP pages, rather than rewriting every time.
3. You'll need this link:
http://www.mysql.com/documentation/index.html
Also, look at possibly downloading the MySQL Control Center. It'll help on the db side to keep thing under control.