For Windows machines:
1. Download and install XAMPP or WAMP (XAMPP is my pref')
2. Once installed you will have Apache, PHP & MySQL installed (typical installation)
3. When server is running (make sure to start apache and mysql services from the xampp window) you can type 127.0.0.1 or localhost in your web browser to reach the web root folder. Here you will have links to PHPMyAdmin which is the standard MySQL web based database management software (PHP).
5. Web root will be in your installation folder of XAMPP / htdocs (make folders for your projects in this folder and browse them via the web browser)
6. For Visual Studio C# VB etc applications just google "C# MySQL connection string" or use visual studio database connection features, for PHP just google "PHP MySQL connection string" and you will be good to go in about 5 minutes.
7. If you want a more professional tool for working with MySQL which is FREE, download and install MySQL Workbench (as good as if not as good as visual database design with SQL Server tools)
8. Once you get past simple CRUD functionality, Google "WebServices [language of choice]" and "RESTFUL or REST WebServices"
9. Make sure you never store unencrypted passwords in the database (Google [language your using] password encryption
10. Make sure your not vulnerable to SQL Injection (PDO & MySQLi have methods of handling this, parameter binding etc)
11. Google "Relational Database Design"
12. Google "MySQL Triggers"
13. Google "MySQL Stored Procedures"
14. Google "ORM"
--- on and on and on....
For Linux - just google "linux [distro your using] lamp install", will give you a list of "sudo apt-get install xxxx" commands to type into terminal