MySQL Workbench is a pretty awesome database design, query, and administration tool for MySQL databases. Download it here.
Open it up, and set up a new connection by clicking the + button circled in red:
That should bring up this, where you can set up the connection.
Enter the relevant details, then hit “Test Connection”, and it should succeed.
Hit OK, then click the new connection on the home screen again. You should be presented with a workspace like this:
Select a database (schema) from the blue box on the left – right click and choose set as default schema.
Type your SQL queries in the green box, then use Ctrl-Enter or the button on the toolbar (red box) to execute the query under the cursor.
You should get something like this showing the table of results of your query: