Thanks all! I got it to work at last. What happened was I didn't start mysql server (I didn't know where to look for it). That was the main problem. But your advice that I needn't move the files was very helpful. That assured me there were fewer problem areas. I found the executable file to start the server and ran the script from the command line. From there, I examined the errors and fixed them. Now it's working fine :)
I've another question. If I created the databases and want to use them for a website, where do I upload these database files to? Because I'm running the http server and mysql server locally, this's not a problem - the databases files are automatically loaded by mysql. But if I've a site hosted somewhere else, where do I upload these files to?