How to store a one to many relation in MySQL database?

You create a separate table for phone numbers (i.e. a 1:M relationship).

create table `users` (
  `id` int unsigned not null auto_increment,
  `name` varchar(100) not null,
  primary key(`id`)
);

create table `phone_numbers` (
  `id` int unsigned not null auto_increment,
  `user_id` int unsigned not null,
  `phone_number` varchar(25) not null,
  index pn_user_index(`user_id`),
  foreign key (`user_id`) references users(`id`) on delete cascade,
  primary key(`id`)
);

Now you can, in an easily manner, get a users phone numbers with a simple join;

select
  pn.`phone_number`
from
  `users` as u,
  `phone_numbers` as pn
where
  u.`name`='John'
  and
  pn.`user_id`=u.`id`