You don't really need XAMPP or WAMP. People use this because it includes phpMyAdmin, but it is not an actual requirement. You can install the MySQL server as a stand-alone service with a stand-alone client like MySQL Workbench. You can also use MySQL Workbench to connect to remote servers.
But before you start scripting anything you should plan your table structure. Generally, you'd want to have one table that only stores the player's essential data, like his userid, name, password, ip and stuff. The actual game data should be moved away to one or more separate tables, depending on how many data you want to save.
If a player can own multiple instances of objects (cars, weapons, ...) then you should make separate tables for those too. Some people do Weapon1, Weapon1Ammo, Weapon2, Weapon2Ammo, etc, etc, etc. I find my way to work much better. Here's a screenshot to show what I mean: