
The below error message had to be typed in manually as it is not possible to cut and paste from the error dialog, can you please fix it? thanks!
Test connection failed:
org.mule.module.db.internal.domain.connection.ConnectionCreatedException:
java.sql.SQLException: Cannot get connection for URL
jdbc:mysql://mudb.mulesoft-training.com:3306/training : Communications link failure due to underlying exception:
BEGIN NESTED EXCEPTION
java.net.ConnectException
MESSAGE: Connection timed out: connect

Try again, I just tried to connect to the host now and the connection was successful so the machine and mysql server is up and running.
Make sure you have a direct access to internet that would allow outgoing connections to port 3306 on the host mudb.mulesoft-training.com.
Verify that your local machine does not have any firewall or security feature that might block the connection. Also if you are on a corporate network it is likely that it blocks these connections. In that case either try to do the walkthroughs from another machine connected to a more open network (perhaps from home).