TCP port 3306 uses the Transmission Control Protocol. TCP is one of the main protocols in TCP/IP networks. TCP is a connection-oriented protocol, it requires handshaking to set up end-to-end communications. Only when a connection is set up user's data can be sent bi-directionally over the connection.
You need to edit your my.cnf file and make sure you have set the port as in the following line:
port = 3360
Then restart your MySQL service and you should go. There is no query you can run to make this change because the port is not volatile (q.v. here for MySQL documentation shows table of all system variables).
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