quote from my reply in the ticket:
“You must be connected to a MySQL server. Please read the status line at the bottom – it reads 'please connect to a MySQL server'…. SQLyog is a client and does not store anything itself. It *instructs* the server to do things by sending SQL statements. As long as you are not connected to a MySQL server only very few things are possible…. Just compare with MS Word for instance. As long as no document is open a lot of things cannot be done and menu's are greyed out.”