apt-get install mysql-server
Then you have to create database, user and password (for sake of simplicity, not security, name, login and password are the same):
N=<DB_NAME>; echo "create database $N; grant usage on *.* to $N@localhost identified by '$N'; grant all privileges on $N.* to $N@localhost ;" | mysql -u root
Then you should configure your program:
Beware (SECURITY): I assume you have MySQL external connection closed (only local) and you trust every user from your Linux installation, they will have access to your database easily in such setup.