First off that guide is out dated. It does have everything in it you need to figure out how to get started but if you don't really know what your doing it you might not get all the info you need from it.
Don't get the source .zip unless you want to compile it. There is a .zip with the binaries. Get it.
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2.3 ) After it finishs downloading, install it. A reboot might be needed.
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I'm going to guess you didn't really follow the "install it" part all the way. If you did you would have followed the instalation instructions in the mysql package you got and would have setup the root user for mysql.
If you did infact setup the root user then you will need to login as the root user when you run mysql.exe "mysql.exe -u root -p" <enter pass when prompted>
Once logged in as root you will be able to create the eq db and source the db.sql. Then create a user for the eq DB using the grant command you listed.
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