Understanding SSH tunnels

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http://unix.stackexchange.com – I have linux (Ubuntu) server which I have root access too through ssh (port 22) only. On that server there is a MySQL database listening on port 3306. Is it possible to use putty (on my machine) and tunneling (on the linux machine) to create a tunnel from a local port on my machine, to the linux server on port 22 and then from the server to itself on port 3306 ? (HowTos)