When You instal wamp ,u will automaticaly be installed MYSQL.But if you want to install your self everything seprately,then download MYSQL,PHP,APACHE from the Home site of the software....
In wamp creting DB is simple...
Step1.after u installed fully[including restart],Right click on system wamp tray icon ,there u can see lot of option.To crete DB go to PHPMYadmin page...
Step2.As soon as u enterd u can see a Insert space with Crete DB button....
Step3.Name ur Db ,click crete DB button...
Step4. Thats all you created a DB in MYSQL....But if u want to add username,password,Then go to privillages>edit>Define ur username password,,,And set acces level....
Step5.When u want to connect,,Enter folowing,username,pw,Host[Mostly localhost Even if u set in the other server],DB name......