I'm using ODBC to link the tables in mySQL to Access. What is the right procedure in creating this database?

Should I create all the tables in mySQL and then link it via ODBC to Access and then starting building the database or can I create the database with Access and export it to mySQL? I tried doing the latter but things like "primary key" info did not transfer to mySQL. For example, in the Access, i set "ID" to be my primary key. I exported this table to MySQL and then I commanded to "describe" the table - it did not have "PRI" next to the "ID"...

Thanks in advance for your help.