To install mysql on windows server, you need following.
– Microsoft Web Platform Installer (Web PI) Download the latest version in here: http://www.microsoft.com/web/downloads/platform.aspx.
Launch the Web PI application by running the wpilauncher.exe file that you downloaded in the preceding section.
In the Web Platform Installer window, search for MySQL in the search box.
Select the most current version of MySQL Windows or MySQL Windows 5.X , click Add, and then click Install to start the installation.
Web Platform installer 5.0
Set MySQL root password
You can launch MySQL by running the mysqld.exe command from the installation directory. By default this is set to C:\Program Files\MySQL\MySQL Server 5.X\bin.