Starting with MySQL 4.1.5, users can use the new MySQL Installation Wizard and MySQL Configuration Wizard to install MySQL on Windows. The MySQL Installation Wizard and MySQL Configuration Wizard are designed to install and configure MySQL in such a way that new users can immediately get started using MySQL.
The MySQL Installation Wizard and MySQL Configuration Wizard are available in the Essentials and Complete install packages. They are recommended for most standard MySQL installations. Exceptions include users who need to install multiple instances of MySQL on a single server host and advanced users who want complete control of server configuration.
If you are installing a version of MySQL prior to MySQL 4.1.5, please follow the instructions for installing MySQL from the Noinstall installation package. See Section 2.3.5, “Installing MySQL from a Noinstall Zip Archive”.