Installing MySQL is a little more complex. Download the installer from http://dev.mysql.com/downloads/installer/ and execute it. After accepting the license agreement, you will get a window similar to the following one:

For the purposes of the book—and actually for any development environment—you should go for the first option: Developer Default. Keep going forward, leaving all the default options, until you get a window similar to this:

Depending on your preferences, you can either just set a password for
the root user, which is enough as it is only a development machine,
or you can add an extra user by clicking on Add User. Make
sure to set the correct name, password, and permissions. A user
named test
with administration
permissions should look similar to the following screenshot:

For the rest of the installation process, you can select all the default options.