Make sure you download everything not just the client. There is a
shareware version based on 3.21 and a commercial version based on 3.22.
I strongly recommend the 3.22 version.
http://www.mysql.com/mysql_w32.htmy (shareware with server)
You have to register/pay for a license to get the 3.22 version.
Without the mysqld (the server) you will not be able to use the clients
to connect to localhost.
Once you download it unzip and run setup.
Now run mysqld, you can do this one of two ways.
open a dos window and type the same command (this lets you see any
once that is running you need open a dos window and cd \mysql\bin
now test your server with:
mysql -uroot mysql
this should launch the MySQL client. (speaking of client, I recommend
you use the cygnus clients
you should get the mysql> prompt
Type show tables;
This should give you a list of tables.
Your all set now, your server is running. Now all you have to do is
create your tables, get your web server running, code some pag..........
Hope this helps