You said in a comment :
What I want to do is something very simple to train some things like HTML5, CSS3 and javascript, I want to make a small "database" with names of movies I've already watched and the ones I still want to see.
If you are using a server
And I recommend you use one, look for a package like xampp.
Do you really want to make a MySQL database? Is it to learn how to handle SQL, or to make a dynamic website? For something like this I would forget the SQL and would use a json file on the server. You pull the file to JavaScript with jQuery ajax.
Sample file:
[
{ "titulo": "ET", ano: 1982 },
{ "titulo": "Indiana Jones", ano: 1981 }
]
If it's all local
You should be using a server.
In this case, create a JS file with a literal array:
var dados = [
{ titulo: 'ET', ano: 1982 },
{ titulo: 'Indiana Jones', ano: 1981 }
];