MySQL is a database server which is generally used to store the content of a site (which might use a Content Management System or CMS for short)
Once the server is set up and a connection is established to it by whichever server-side language you're using you use SQL to interact with the server. All SQL sent to the server should be sanitized and prepared statements should be used.
SitePoint have books out that cover beginners level PHP and MySQL. They also have courses as well. Do you know HTML and CSS already? If not you should start by learning HTML and CSS