If the server is not running, that is the obvious response that the client gives you (as it can't connect). So get your server running (as I said, I don't know how as I'm not familiar with your distro) and try again to connect.
Note:
There are two programs to mysql. mysqld is the actual server and needs to be started first; mysql is the 'standard' client that can be used to communicate with the server (once the server is running).
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