MySQL is indeed different from MS SQL. There are a lot 'the same' commands. Here's something I use at work: http://oreilly.com/catalog/9781449394097/
Since I work with Oracle, Mysql and MS SQL I needed an overview. Most basic and some advanced SQL is put in there. Note that this does not include stored procedures.
It's also a good thing to (like TB0ne said) use Google. I haven't found anything in MS SQL that I couldn't do - in a way - with MySQL.
Installing MySQL can be done via your package manager (Synaptic in your case). Please keep in mind you need to start the service in order to use MySQL. Lots of info on that, on their website as well.