The reason you're getting "mysqld.sock not found" is because you haven't started the MySQL Server.
The best way to test-start is:
Once you're sure everything is working, then configure MySQL to start automatically when the system boots. I'm not sure what tools Fedora provides to configure your runlevel (there's probably some kind of "Control Panel" GUI), but you can always use the command-line "chkconfig".
'Hope that helps .. PSM