If not install mysql database, see this https://www.cnblogs.com/zhangyaolan/p/11217251.html
SQLyog connection, root as the default user name and password for the password personal settings, the default port 3306
Click on the link, as shown below error
Mysql version is due to the addition of lead to security verification, the solution into the database, enter the code below
ALTER USER 'root'@'localhost' IDENTIFIED WITH mysql_native_password BY 'password';
Finally SQLyog reconnect mysql to success