Starting with MySQL version 4.1.5, there are three install packages to choose from when installing MySQL on Windows. The Packages are as follows:
            The Essentials Package:
            This package has a file name similar to
            mysql-essential-4.1.13a-win32.msi and
            contains the minimum set of files needed to install MySQL on
            Windows, including the Configuration Wizard. This package
            does not include optional components such as the embedded
            server and benchmark suite.
          
            The Complete Package: This
            package has a file name similar to
            mysql-4.1.13a-win32.zip and contains
            all files needed for a complete Windows installation,
            including the Configuration Wizard. This package includes
            optional components such as the embedded server and
            benchmark suite.
          
            The Noinstall Archive: This
            package has a file name similar to
            mysql-noinstall-4.1.13a-win32.zip and
            contains all the files found in the Complete install
            package, with the exception of the Configuration Wizard.
            This package does not include an automated installer, and
            must be manually installed and configured.
          
        The Essentials package is recommended for most users. It is
        provided as an .msi file for use with the
        Windows Installer. The Complete and Noinstall distributions are
        packaged as Zip archives. To use them, you must have a tool that
        can unpack .zip files.
      
Your choice of install package affects the installation process you must follow. If you choose to install either the Essentials or Complete install packages, see Section 2.3.2, “Installing MySQL with the Automated Installer”. If you choose to install MySQL from the Noinstall archive, see Section 2.3.5, “Installing MySQL from a Noinstall Zip Archive”.

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