Richard,
Easiest way I've found to manage Mysql is to use phpMyAdmin, available at www.phpmyadmin.net. I'd give that a try first. My $.02.
Kevin
The Windows NT/2K/XP equivalent to the Unix shell is a program called
cmd.exe
This is a command interpreter in the same way that Unix/Linux systems use sh, bash or similar. Until Windows NT came out the native mode for Windows operating systems was to run with a command interpreter and the whole GUI/windows thing was simply a layer on top of a command line system.
Although using a commandline is a significant learning curve it can allow you to get access to functionality that is hard to get at otherwise.
p.s. command.com is an alternative shell provided with windows but you should probably stick to cmd.exe
Here is a tool I use to manage multiple MySQL databases. It is called MySQL Control Center (mysqlcc). You can download a version that will run on Linux or Windows. You can get the download here --> http://dev.mysql.com/downloads/other/mysqlcc.html.
I hope that this will help.