Starting with MySQL 4.1.5, users can use the new MySQL Installation Wizard and MySQL Configuration Wizard to install MySQL on Windows.

    The MySQL server install packages can be downloaded from

http://dev.mysql.com/downloads/

    Download the latest version(ver 5.0 available now) of MySQL from this site. Version 5.0 is available at

http://dev.mysql.com/downloads/mysql/5.0.html

    Once you select the version, you should select the Package of your need from the available links.     If you don't know which would match your need, select the Windows Essentials(X86) package or Windows (x86) ZIP/Setup.EXE. After installation, you should be able to start using MySQL by typing 'mysql' in the command window. If something goes wrong, you may have done some thing wrong during installation and can try to reinstall.

    If the package you download is contained within a Zip archive, you need to extract the archive first. If there is a setup.exe file present, double-click it to start the install process else if there is a .msi file double-click it. And the wizard will guide you through to the finish.

In the next section we can see the overview of a database and how to create, use and remove a database. Those who want to know about the installation of MySQL in linux can use the link given below.