I am studying database systems and using MySQL and phpMyAdmin.
The editor that comes with phpMyAdmin is plain editor that does not highlight any special syntax like for example: gEdit in ubuntu.
Can I change the editor?
Update your phpMyAdmin. The latest version (3.5) has exactly what you describe.
Maybe some javascript libs (like CodeMirror.net) could add colors to phpMyAdmin editor but I think it's too much work with source code of phpMyAdmin.
It's better and faster to use others application.
For MySQL I use HeidiSQL (windows) or DBeaver (java = windows/linux/mac)
phpMyAdmin is a security hole waiting to happen. I use Navicat over an SSH tunnel. It's a native connection function they have and Navicat works a lot nicer as a complete phpMyAdmin replacement. You're not any longer dependent on a huge and slow php application to do your work. It was one of those programs worth the money I paid for it.