Connecting from Windows: http://www.techrepublic.com/blog/the-enterprise-cloud/connect-to-amazon-ec2-with-a-private-key-using-putty-and-pageant/
Connecting from Linux: http://docs.aws.amazon.com/AWSEC2/latest/UserGuide/AccessingInstancesLinux.html
To install MySQL, run the following command from a terminal prompt:
sudo apt-get install mysql-server