If it's not working and you're using Pythonista 3, try putting the scripts in the site-packages-2 folder instead. It's for modules that don't work with Python 3.x (mysqldb might be compatible, but I'm not sure).
Here's a quick example using INSERT:
import mysqldb
db = mysqldb.connect(host= "mysql.my_domain.co.uk", user = "my_username", passwd="my_password", db="my_database", port = 3306)
c = db.cursor()
c.execute("INSERT INTO my_table (my_column1, my_column_2) VALUES (%s, %s)", (my_value_1, my_value_2))
db.commit()
db.disconnect()
And another using SELECT:
import mysqldb
db = mysqldb.connect(host= "mysql.my_domain.co.uk", user = "my_username", passwd="my_password", db="my_database", port = 3306)
c = db.cursor()
c.execute("SELECT * FROM my_table ORDER BY my_column_1 DESC LIMIT 0, 100")
my_variable = c.fetchall()
db.disconnect()