If your question is explicitly for the MySQL database (server or client). Targeting "any" database, rather use the 'database' tag.
Being open-source, MySQL is available on most operating systems. Widely used as it is, it ships in the repositories of most linux distributions, and can even be had on android devices. It's often the first choice when it comes to web development requiring a database, which a.o. lead to the term LAMP as a combination of Linux, Apache, MySQL, and php.
More details on MySQL can also be obtained at their homepage.