You have Pentaho official documentation (https://help.pentaho.com/Documentation/8.3/Products/Pentaho_Data_Integration) although not much organized as a tutorial, and it's not always clear if something is in the community edition or it's only for the supported version, but sometimes it's handy.
In the PDI installation, you have a directory with examples of basic usage of steps, samples, worth taking a look to learn how some step is used.
You have old blogs, for setting up Pentaho/Kettle connections the basic usage hasn't changed, basically, you have to download the JDBC Driver for the Database you want to connect (I think the mysql driver is available with the installation, so you wouldn't need it) to the lib directory inside the PDI directory of the installation, restart PDI, and you have it available to create JDBC connections (which you can share afterwards between the different transformations and jobs) or JNDI connections you set up to share.
In any case, I think is worth to pay (or if you have it available in your library) for the Packt books on Pentaho Data Integration, I used Maria Carina Roldan book on the old version and it was plenty useful, I think either of her new books (Quick start guide or the third edition) would be worth, and they are right now on offer at 10€ (Packt runs frecuent offers, so it's easy to find them at this price along the year, sometimes even cheaper)
Regards