Steps to Install Mysql on Windows

Download 
mysql-5.0.22-win32.exe and Install as standard.
mysql-administrator-1.1.9-win

http://dev.mysql.com/downloads/mysql/
http://techtracer.com/2008/06/09/3-easy-steps-to-install-mysql-on-windows-xp/
start mysql client from desktop>Start> program files>mysql

mysql>
 create database employees;
 show databases;
 USE employees;

CREATE TABLE employee_data
(
emp_id int unsigned not null auto_increment primary key,

f_name varchar(20),
l_name varchar(20),
title varchar(30),
age int,
yos int,
salary int,
perks int,
email varchar(60)
);

Also can use mysql Administrator to check the creation of table and database.