The mysql.cfg file in your addons\amx\config folder stores the information AMX needs to connect to a MySQL database. This is what the default mysql.cfg file looks like:
Then you will have to create your table with the same fields as in usual users.ini: auth, password, access and flags, all as VARCHAR(32) fields. Of course you can tweak this all if you feel like you can modify the admin_mysql.sma plugin source.
Anyhow we recommend using phpMyAdmin, which is a great MySQL database administration tool written in PHP.