Absolute beginner problems

Oooh! Lots of problems!
First off, I know nothing about MySQL, PHP, servers (yet...) so please forgive my ignorance.
I dowloaded and installed Apache / PHP / MySQL. Apache works, no problems there. I have a beginners book ("How to do everything with PHP and mysql") and have encountered the following problems:

1)MySQL:
In the book is a screenshot "Editing MySQL configuration on Windows via WinMySQLadmin". No such file exists, neither does the screen I am supposed to get (It's on p.41 of the book). Clicking on the most similar file, "mysqladmin" produces a rapidly-scrolling DOS screen which then disppears. Typing
mysql -u root
at the command prompt to test the server as the author recommends produces a message saying there is a syntax error, and typing
show databases;
does likewise (incidentally, why the command prompt at all? Surely if an app is for Windows it should run under windows!)

2) PHP:
Testing it with the simple suggested script, saved as recommended in the appropriate folder
<?php
phpinfo()
?>
shows the entire source code (HTML and all) when the browser opens it.

Help!

1) You supposed to have in your Start\Programs\MySQL\MySQL Server\
one item: "MySQL Command line client"
When you run this program you can see something similar with a command prompt and there is where you can type the commands for MySQL (do not forget, this application is Unix originated so we must obey their rules , more or less )

2) Have you tried to type on the address bar of the internet browser:
http://localhost/ +appropiate folder name?
Must work if the file name is index.php. Otherwise you can continue typing with the file name and extension

PHP:
Make sure Apache is configured to run PHP files through the PHP parser before sending it to the browser. This is done by activating the Apache module.

Much info on running Apache, PHP and MySQL on Windows can be found here.

As for MySQL, check if the mysql-service is active, by looking in de taskmanager for mysqld-nt.exe
If it is running, go to the \bin directory in your mysql directory, and type the mysql -u root command there.