No files need to be copied. Ever.
MySQL just needs to be added to the PATH of Windows
- Right Click on "My Computer"
- Select "Properties..."
- Select the "Advanced" tab
- Click "Environment Variables" button (at bottom)
- Scroll down in "System Variables" and find "Path" entry
- Highlight "Path" entry and click "Edit" button under the list box
- At the end of the string put: ";Path\To\MySQL\Bin" (e.g. ;C:\Program Files\Web Server\MySQL\MySQL Server 5.0\bin)
- Click "OK" buttons until all 3 windows disappear.
After that, you just enable the mySQL module in PHP
- Edit php.ini uncommenting the mySQL module
- Save php.ini
And reboot your computer.