phpMyadmin error

[nrodes]

I'm a novice at php and MySQL. I decided I wanted to learn more so I downloaded a web server, php & MySQL. I'm trying to use phpMyadmin. It gave me an error and then linked to here in the documentation:

1.20 I receive the error "cannot load MySQL extension, please check PHP Configuration".

To connect to a MySQL server, PHP needs a set of MySQL functions called "MySQL extension". This extension may be part of the PHP distribution (compiled-in), otherwise it needs to be loaded dynamically. Its name is probably mysql.so or php_mysql.dll. phpMyAdmin tried to load the extension but failed.

Usually, the problem is solved by installing a software package called "PHP-MySQL" or something similar.
I don't really understand what to do. How do I install this "PHP-MySQL" thing?

Thanks for any help.

I have already setup a web server and php so thats why I am not using WAMP or something similar.