On the assumption this is "Teach Yourself PHP, MySQL and Apache":-

Make sure the MySQL server is running as a Windoze service. If you don't see it, you need to install it - that's in the MySQL documentation, which should be in something like C:\mysql\docs. Or you can dig your way down to it on www.mysql.com, which I haven't done for a while, which is why I'm being deliberately vague...

If that's OK, then go to c:\mysql\bin, and enter "mysql -u root -p". Respond to the prompt with an empty line, that should get you in. Of course, this is vastly insecure... Fix it by taking the steps in the manual (see next para).

Personally, I don't use mysqladmin - I don't believe it does anything for you that you can't do from the DOS prompt. If you haven't yet downloaded the MySQL manual, I strongly recommend doing that, reading it for a day or so, then getting serious. I'd recommend the HTML format rather than say PDF or plain text, tho that's probably purely personal. Specifically, I also recommend the flavour where you have one file with the ToC, and another with the entire book, rather than chapter by chapter. The advantage is that you can use your browser to look for significant phrases like "-u root".

HTH, GStC.