MySQL is a database server. You have to download and install it. It can be found at
http://www.mysql.com.
I assume you're trying to set up your own EQ server (if you only want to play on someone else's server you don't have to do all this). There are guides somewhere on the forums (try the main EQEmu forum) that describe how to set up an EQEmu database. Basically, the server uses a MySQL database, and the admin tool makes it easy to manipulate the data in the database.
Once you have followed all the steps in the guide for setting up the database, you have to install the EQEmu server and point it to that database. The guides here on the forums should tell you how to do that as well. This is an important step to do before trying the admin tool, as the basic database comes with the EQEmu server.
Once you have the database set up and the server software installed, then you can run the admin tool and point it to the same database.
Example:
- download and install MySQL
- download EQEmu server and basic database
- install database in MySQL, calling the database "eq"
- set up access rights to the database
- set up server INI files to point to the database
- run admin tool, click Preferences, and point it to database "eq"
I'm not going to type the detailed instructions here; it's already been done far better than I could hope to by other people, and their guides are available (try the main EQEmu forum; they are most likely in a sticky thread at the top of the list)
WC