ssh -N -f -L 3336:127.0.0.1:3306 [USER]@[SERVER_IP]

The options used are as follows:

-N - Tells SSH not to execute a remote command.
-L 3336:127.0.0.1:3306 - Creates a local port forwarding. The local port (3306), the destination IP (127.0.0.1) and the remote port (3306) are separated with a colon (:).
[USER]@[SERVER_IP] - The remote SSH user and server IP address.

To run the command in the background, use the -f option.
If the SSH server is listening on a port other than 22 (the default) specify the port with the -p [PORT_NUMBER] option.