I am new to MySQL so do bear with some basic questions.

So I am installing MySQL on a RHEL 5.0 machine.
I went to MySQL download and searched for a relevan donwlaod. In that I found several files.... server,client,headers n shared libraries,clusters etc... are all these necessary for a basic client server implementation?
I downloaded only server and client..insalled them both.
I am able to create a database... in that tables and all that.

Now.. I wanted to use mysql_config,but I am unable to find it. Is it because I havent downloaded the rest of files.

mysqld is the server and mysql the client process right!
How can I say create a new client.. make him talk to server on a particular port?
Could you refer me to a HOWTO?