There's more to it than that; you need to configure it after installation, and set up user names. Look in
the MySQL handbook, particularly section 2 and section 5. There is a little tutorial as section 3, and you can also use the
Java Tutorial, and look for the section called "JDBC."
Alternatively there are books; I like Sheldon and Moes "Beginning MySQL," but it is getting a bit out of date.