You only need to install MySql on your server (if your application is client/server) and your clients will connect to your server or MySql engine so the base MySql connector DLL will suffice.
On your server you can install the MSI package for MySql or you can copy the following files to your server
bin\mysqld.exe
Share\*.*
database\mysql\*.*
my.ini
and run the following on the command line to start the MySql server :
start /min bin\mysqld.exe --standalone --console
or install the service with
bin\mysqld.exe --install