If you're using WinXP and have admin priveleges, you can go to Settings > Administrative Tools > Services to start, stop or restart any installed service.
Once the service is started, you have to access your database via MySQL client. The distribution comes with one called mysql.exe, which is a command line client. Really this is all you need and I recommend using it for awhile just to get used to writing good SQL (CREATE TABLE is an SQL query, not a menu option, and all checkboxes, drop-downs, and radio buttons are going to get you is an inefficient table structure). Once you've gotten good at writing SQL by hand, then you can graduate to a more robust client, such as phpMyAdmin or (my personal preference) MySQLCC.