It sounds like you've created a database connection and you're using the query page to run SQL queries?
If this is the case, you'll probably want to create an input to index the SQL results.
Here's a very brief process on on-boarding SQL data sources.
DB Connect V2 (Explorer tab)
Create an identity - This is the
credentials that Splunk will use to
connect to the database
Create a connection - Use the
identity you created and create your
connection to your MySQL Server
Test your connection - Write your SQL
statement, and test it. If you see
results returned then you're on the
right track - This is where it sounds like you are right now
Now, this is the part where you actually create the input
DBConnect V2 (Operations tab)
Create a new Database input - Using
the connection that you have created
On the "Choose and preview table"
tab, you can select whether you just
want to use the GUI to build your
query, or click advanced to paste in
your own query. Here you also need to
decide if you want to index the
entire table every time this input is
run, or use a rising column(like id)
to index only results that are
greater than the last value from the
Chose your timestamp column and the
interval you wish the input to run
at, then chose your index and hit
save, the input should start (If it's
Give it a minute or 2, and start searching index=your_index