Umm.... there is no MySQL module for Apache. There are however several database authentication modules, including mod_auth_mysql. These mod's allow you to use advanced HTTP authentication against a SQL backend, but that's as far as it goes. I don't believe there's a Win32 port for any of the db authentication modules.
Database access is obtained via scripting languages like PHP, Perl, CGI, JSP, etc. The webserver executes the code, but usually does not talk directly to the database (except during advanced auth. with mod_auth_mysql). MySQL support is built into all PHP versions higher than 4.0.0. I'd suggest taking a read through the Win32 installation section of the PHP manual (http://www.php.net/manual/en/install.windows.php), or the manual for the scripting language you choose to use.
-geoff