Setup mySQL, insert value to mySQL, retrieve data from mySQL

Hello everyone, I understand that there are some documentation/tutorials/discussion around the forum talking about sql lite, mySQL+php. But somehow i feel that it is not really clear and somehow incomplete in some sense. Pardon me if i am wrong. So basically for this question that i am posting (i am confused and stucked on how to setup mySQL and used it), i would appreciate that everyone could help out and provide the solution/step by step/links so that people who have the intention to set up database(mySQL) will have clear ideas/view on how to start it.

1. How to setup mySQL? Like we started off by connecting to the database (mySQL), after that we start to insert value to database?? if possible, provide code snippet.

2. Validation part for login and store the values (Chinese words, how can i do it?).

3. Retrieve data from database and display to the players.

Actually i have already set up my database and it's working fine. Am using the sql lite, but there are some issues, webplayer doesn't communicate with the sql lite (maybe some security reasons)that wise i have to change to use mySQL with php/WWW form (after some research). What i am trying to do is to store player information like username, password,score,chinese word they formed and also need to retrieve data to display for monitoring purposes.

Thank you so much for spending time to read it.

P.S. I just want to mention that i have been searching around the forum/everywhere, bits and pieces from here and there on how to setup mySQL + php, retrieving data.. But somehow it confused me even more >< That wise i have decided to ask a question and hope that those who know how to do could answer it.I believe this will definitely help others. :)