MySQL is a well known database, which you will need if you plan on setting up a locally hosted site for web development, or similar. MariaDB, a fork of the project which came into existence after Oracle purchased MySQL, is not yet available on Cygwin as of 2015 or on CygwinPorts, but watch this space.
MySQL on Cygwin
You need to run the Cygwin Setup program, and install:
Once they and their dependencies have been installed, you can begin configuring MySQL at the command line:
# To begin MySQL setup run the following:
# Run mysql - you'll get a firewall alert from windows if you have it active.
# Immediately following that, it would be wise to run the following:
You will likely get a warning from Windows Firewall, asking whether you want to allow connections to the database, and if so, what networks. I allow private networks, but you should choose what is appropriate for your setup. Since the secure installation prevents remote root login, it shouldn’t be too much of a risk.
You should follow the setup program’s suggestions and remove the test database, anonymous users, etc. Once this is done, you can launch MySQL by running mysqld_safe, and stop it with mysqladmin shutdown, though this can take up to a minute to take effect.
And that’s it. MySQL on Cygwin is hardly server material, but it is good for practicing if you don’t want to set up a VM for the purpose.