Supported Databases - Where To Start?

[Dennis Brody]

Hello- Pardon my ignorance... It seems as if "NEWBIE" here refers to someone with only a Master's in Computer Science. Alas, I have neither the above or any other MySQL skills.... So let me pose the simplest of questions:
When I open MySQLAdmin I can "add a new database." Does this refer to an already existing database on my system? (I assume it does because I can use the "BROWSE" option to find the path.) If this is the case, what type of database can I use? Does MySQL support, for instance, FileMaker or Microsoft Access? Others?
Or the other scenario: If the above is not valid, do I have to create a new database within MySQL? If this is how it's done, I have no idea how to access the new MySQL database to add data to it???? (Miraculously, I figured out how to change/add fields).
As you can see, I have no idea where to start! Any helpful souls out there who might take pity on me? Let me point out that I have looked for answers to these questions already, but most documentation seems to assume that newbies are already very, very knowledgeable about the basics.
Thank-you!
DB~