Finally, for the sake of completeness, we'll put up a list of the rest of the directories those that we haven't had occasion to mention till now.
Source Code Administration Directories: SCCS Common .h Files: include GNU Readline library and related: cmd-line-utils Stand-alone Utility & Test Programs: extra mysql-test repl-tests support-files tests tools
You don't have to worry about the administration directories since they're not part of what you build.
You probably won't have to worry about the stand-alone programs either, since you just use them, you don't need to remake them.
There's an include directory that you SHOULD have a look at, because the common header files for programs from several directories are in here.
Finally, there are stand-alone utility and test programs. Strictly speaking they're not part of the "source code". But it's probably reassuring to know that there's a test suite, for instance. Part of the quality-assurance process is to run the scripts in the test suite before releasing.
And those are the last. We've now traipsed through every significant directory created during your download of the MySQL source package.