Thanks for your time.
How did you install it? You should have used
yum install mysqld
No. I installed it as a part of bundle of Java IDE-Netbeans, Glassfish and MySQL, to be specific.
Thanks anyway. I have solved this problem. I got a startup script of mysql daemon from www.mysql.com
and added it myself to /etc/rc.d/init.d under the name mysql.
Then, as billy here suggested
chkconfig --add mysqld (assuming that's the name of the file in /etc/init.d).
so it start on reboot, and
service mysqld start
Fiddling around in Linux is so much fun. I think I am going to get bored of Windows pretty soon.