Since you mentioned WAMP (Windows, Apache, MySQL, PHP) consists of the full stack.
MySQL is the database. So what's the database? It's a set of files that store data (in the form of tables).
I suggest you check out books about Database Management Systems at the library to get yourself familiarize with databases in general. Some books
here may give you an idea.
You may want to install the MySQL Workbench (GUI tools) or if you prefer the browser, download PHPMyAdmin or do everything in the command prompt.
For more information about MySQL, check out their documentation
http://dev.mysql.com/doc/