I have configure Apache and PHP successfully.
Then I try to configure MySQL. I have install it as Windows service and run it.
But when I type 'mysql' it says 'Access denied for user ODBC@localhost'.
Where exactly should I fix it?
yes it is enough information. It is telling you that you don't have access for that user.
are you starting from a command prompt/shell? or are you using a GUI to start mysql?
Did you create a regular user when you installed mysql or only the root user? you should create a user and not rely on the root user. to test if the root user can connect, by default you only need to name the root user but no password.
If you are using Windows, I seriously recommend that you obtain the Windows Essentials .msi version of mysql to install and configure the instance of the mysql server. Also, the mysql administrator (part of the GUI tool box) should be used to create users and databases.
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If you are learning PHP, developing PHP code, or debugging PHP code, do yourself a favor and check your web server log for errors and/or turn on full PHP error reporting in php.ini or in a .htaccess file to get PHP to help you.