Take it easy
You wont need any books or anything.
I'm sure someone running a windows server will help
you pretty soon, sorry i'm in unix so i cant advise.
Setting up a Database is a PHPADMIN thing in its simplest forum,
with a click or 2 then fill in the blanks.
Database Name
User Name
and Password.
You now have a database - it is that easy, no books required.
I'm sure help will be along soon.