There is a MySQL installer for Windows that installs everything you need in this regard. Including multiple server versions, connectors, tools such as Workbench and more. This installer should be your first attempt.
Of course, you can also install the server separately. Download msi and run the installer. Make sure you name your service correctly. mysqld is usually not the name we use for windows for a service. I recommend something like MySQL56 (for server 5.6).
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