I have a dedicated apache server. I have purchased a license for vB and was getting ready to install it when I saw this message. "Before installing vBulletin you need to have PHP and MySQL and have created a database within the MySQL engine to hold vBulletin's data." I know I have PHP and MySQL available on this server. I don't know anything about these tools however. Is there a place where I can learn how to create a database within the MySQL engine?
Do you have a Control Panel, e.g. Cpanel, Directadmin, Plesk etc? If so, then you can create a mysql database using the menu option in the control panel.
best way to learn if your bothered about screwing up your web hosting is to have a php and mysql instance running on your local pc and learn in this environment rather than in the production I can recommend xampp as an all in one ready to use local webserver comes with php/mysql and phpmyadmin
you also can check or created Db using your browser, run your Apache, and try to open //:localhost/phpmyadmin if you already install my sql you can see you DB there, and try to create a new DB. or you can install mySQL manager.