You will need to have access to a running MySQL Server instance and you also need to have administrator privileges in order to create databases and tables. 

There is a free MySQL Community Edition available from the official MySQL website. You can download and install it on your local PC from http://dev.mysql.com/downloads/windows/installer/5.7.html:

During the installation process, you will choose a password for the Root user, and you can also add more users. I recommend you add yourself as a DB Admin and choose a password as well: