I read about this just, the other day.
It was suggested that you should make a website in your chosen server-side language (php/perl etc), and when you hav a graso of that, there start into mysql where you can integrate it into your php.
You will need mysql and php/perl installed on your server and most isp's do this by default.
You will need a program on the server like phpMyAdmin which will let you administer/create/manage the db OR, something like heidisql, which you should d'l to your computer. it then connects to your db online.
Steep learning curve ahead of you but it's all relative in terms of difficulty. some people find php difficult others mysql, almost everybody finds perl difficult to begin with but (I think), it's very good.
perl coders are the ones with a bulge on the froint of their heads from where they have been banging it off the desk for so long
look up in your fav search engine:
'create a table' and what a 'create table' statement is.
'data types' for the columns in your db tables
'normalisation'
'select statements'
'sql injection'
'table constraints'
'referential integrity'
(all are search terms)
Playing' with phpMyAdmin should get you started in terms of how tbales are set up (from a db admin perspective). Don't forget that if learning is unstructured, you will get into bad habits which likely will affect the security of your database.
hth
bazz