There's several ways to get an MySQL database up and running, if you have a host, they might provide you with one, otherwise if you're running your server on your computer, there's different ways to get one up, here's some ways:
Download it directly from their website
http://www.mysql.com/downloads/
Use XAMPP to host a MySQL server on your localhost
https://www.apachefriends.org/index.html
Use Wamp to host a MySQL server on your localhost
http://www.wampserver.com/en/
I've only tried using XAMPP, and there might be more methods than the ones listed.
Once you got a database up and running, the download where you downloaded the gamemode might contain a .sql database file, which you can easily upload to your MySQL database.
If not, look in your script, and see which table names there are, what is being saved, and to which tables and so on, most of the time it's UPDATE or INSERT codes.
Then you can manually set it up by looking at that.