EasyPHP installs everything you need to learn how to use a web server, including MySQL. You do not need anything else, although you may want other things later.
With learning you will know what can help you the most and will make you no longer want to use this kind of bundle software. It is great for helping those who know nothing, but it sucks for normal use. It facilitates the use just by hiding what can give more performance and flexibility.
I suggest that you focus a lot on everything that was installed to start learning a little more deeply how it works and then take the step of not needing this type of software and have more control over what you are using. Curiosity is key to evolution.