The key word is "think". You need to know that the server is up.
Open a command shell and type "netstat -a". You'll see every listener on every port.
If you see that something's LISTENING on port 3306, then it's most likely MySQL.
If port 3306 doesn't appear, you have your answer.
You need to know that the listener is running on the database machine you'd like to connect to.
Once you ascertain that the listener is up and running, you need to know that your client has been GRANTed permission to connect via username and password. Only the DA for the database can set that up and let you know.