As mysqld is in your path, you can run it by just typing "mysqld" in xterm.You should be able to stop it with a ctrl+c, or if not then "killall mysqld" from another xterm. Ideally there should be a script in /etc/init.d/mysqld, but it will work fine without. It wont't run in boot unless it's in /etc/rc2.d/.

You could copy and edit the one from http://docdb.fnal.gov/doc/mysqld.html. I guess all you really need is the PID locking.

I'd probably use a Queen BeeCon Widget to start and stop it.