One of the great things about MySQL is its versatility of installation. It can be setup as a Windows service and trimmed out with some extra utilities or it can be installed on a flash drive as a portable server.
The easiest installation is certainly the Windows Installer with a wizard that will guide you through the installation of the server and all the options you want. Myself, I still like self-contained programs that won’t interfere with anything else on my system and can be easily removed without leaving hidden traces. I also don’t like adding a lot of stuff to my Windows startup.
If you have a basic comfort with using the Windows command line and control panel, doing a minimal installation of MySQL is not difficult once you understand a few steps. The full documentation is available for reference on MySQL.com but here are the essentials to get you started.