Basically, there are two kinds of configurations
1. WAMP (Windwos-Apache-MySQL-PHP)
2. LAMP (Linux-Apache-MySQL-PHP)
I dont know which you use, but you can read this article to get all the details you need to get mysql running on your server.
You may find download link here and how to configue it. This is a very good article for beginner. I use this to install php apache server and phpmyadmin, now I am using it to store data in database already.