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What version of CentOS are you running?
What do you mean by "but i cant find programming menu under application to open it and other programs"
In addition once you installed mysql you will need to start the server then add a mysql root password (not the same as OS root). Your not going to find anything in the menus for mysql. mysql consists of the server (mysqld) which just runs in the background and a console client program mysql as described in the above tutorial. There are mysql GUI clients like workbench that can be installed.
For version 6.x