Querys via CLIENT -> HTTP -> PHP -> MySQL is one way to go, if you want more control over the querys and database, look into libmysql++ , wich is a C++ wrapper for libmysql c library.
Use it myself in a game, works purrrfectly. Be careful with storing the database access information though(user, pass etc). For my game, the client sends commands to a server, wich in turn queries a mysql db, wich is returned to the server, and then sent to the client. that way nothing confidential is stored in the client, nor is anything confidental sent from or to the client itself.