If you are newbie on linux enviroment and familiar with Windows operating system, you come accross differences. Especially about installing application. Because it's different, there is no double-click on installation file and "next-next-yes". You have to use Terminal which is placed under "Application/Accessories". After running Terminal, follow the steps written below :
Installing MySQL :
sudo apt-get install mysql-server
Installing MySql Browser :
sudo apt-get install mysql-browser
Installing MySql Administrator :
sudo apt-get install mysql-admin