After you've installed the plugin, you need to enable it in MySQL.
To do this log in to the MySQL console (as root) and execute the
following: 
mysql> INSTALL PLUGIN pinba SONAME 'libpinba_engine.so';

We'd also suggest you to create a separate database, this way:
mysql> CREATE DATABASE pinba;

And then create the default tables:
mysql -D pinba < %%DATADIR%%/default_tables.sql