MySQL run on all platforms like Linux, Unix and Windows. MySQL is a database software and normally its used on web servers.
PHP and MySQL is use for Dynamic Website Development and both have good combination.
MySQL is open source like PHP (Hypertext Preprocessor).
MySQLi (i stands for improved) - PHP5 and later versions using MySQLi Database.
<?php $connection = new mysqli(localhost, username, password) or die ("Server not connected); ?>