Setup mySql and install some textbook databases on your machine

I assiume that you are running XAMPP on Windows; the steps are similar for other setups

1. Download the "small databases" ZIP file (linked from schedule page) to your computer;
2. extract the three .sql files (simpsons, world, and imdb_small)
3. Make sure that mySQL is running on your system (XAMPP control panel)
   
4. In a web browser, go to localhost/phpmyadmin
   (on some systems, phpMyAdmin)
   
5. It is recommended that you create a password for the root account (I'm not sure how to recover your data if you ever forget the password)
   1. In phpmyadmin, click the Users tab at the top.
   2. Find the row that has User root and Host 127.0.0.1
      
   3. Click Edit Privileges
      
   4. Click Change password
   5. Enter the password twice (write it down somewhere if you're not sure you can remember it)
   6. Click the Gobutton
   7. Repeat this process for root at localhost, using the same password
6. At this point you may not be able to connect to phpmyadmin.
   Go to the C:\xampp\phpMyAdmin the folder, edit the file config.inc.php (on some systems it is called config.default.php),
   to set $cfg['Servers'][$i]['password'] = 'yourrootpassword';.
   Note: if you use Notepad to edit this file, it may appear to be all on one line.
   I recommend that you use a better editor, such as Notepad++ or Eclipse.
7. You should now be able to connect to phpmyadmin again.
8. Click Databases tab at the top of the page.
   • Under Create Database, type simpsons for the name, choose utf8_general_ci for the collation, and click the Create button
   • Do the same for world and imdb_small
9. Populate the simpsons database:
   • In the left column (Navigation frame), click simpsons
   • Click Import from the top of the page, then click Chhose File
   • Browse to where you extracted the files in step 1, then choose simpsons.sql
   • Click Go
   • You should see the four table names (courses, grades, students, teachers) in the left column
   • Click one of those names to see its contents
10. Repeat the previous step for world and imdb_small databases
11. You should now be ready to do some queries:
    Choose the simpsons database again and click the Query Window icon at the top of the Navigation Frame