When you download mysql from dev.mysql.com there are 3 versions of the download available; essentials, zip with installer, zip without installer. Do not download essentials because that is just the binary of the server and you will need the source code if you plan to compile the emu. The windows versions, unlike the linux versions, do not have a separate devel download, so to get the include directories and libraries you must download the full version. Then simply move the include and library directories to your designated library area. Make sure you setup your IDE to look for the includes and libraries in the location you put them.
I use:
Code:
c:\dev
|--- \mysql
|--- \include
|--- \lib
|--- \zlib123-dll
|--- \include
|--- \lib