I'm new to sql, is MySQL a server?

I'm used to using Microsoft Acess as a database and it's relatively easy to use? How do I write an sql database? Is it a file like an .mdb file?

My host is UNIX and has mySQL with something called PHPAdmin? Can anyone help me understand what is what?

Please help, I'm so stuck. Oh and I'm developing on a MAC too <img src=../images/dmxzone/forum/icon_smile_sad.gif border=0 align=middle>