Before you established local connection between Navicat and your local MySQL server, you should use the Launcher program to start your local MySQL server (you could also use another program to start your local MySQL server) (Path: C:\mysql\bin\winmysqladmin.exe).
Remote Connection setting
After the MySQL database was installed, it would only allow 'localhost' connection by default. Therefore, most server-side scripts programs (e.g. phpMyAdmin) can connect with the local database in the same server. You could use Telnet or an SSH program to manage your remote server because it's a localhost connection.
Any client PCs will be blocked by the remote MySQL server until the user privileges has been configured.
Remote connection setting is similiar as following :
Host : IPaddress of remote MySQL server
Username : Your_username (username is 'root' if you just installed the MySQL server)
Password : Your_password (Emtpy value if you just installed the MySQL server)
Port : 3306 (default)
NOTE: Navicat would be able to access your remote MySQL server no matter if is running on Linux, Unix, Mac or a Windows platform. If you couldn't connect your remote MySQL server via the Internet, you can check the Navicat web site for a detailed explanation on MySQL Privileges System.