You need to install the MySQL package. It's a program that can be obtained in pre-compiled form for some platforms, and in source form you need to compile.
Once it's installed, you'll also need to install some perl modules (DBI:DBD MySQL) to allow access to the program from perl. They can be obtained from CPAN and if you have a "normal" set up on your perl, they will install and compile automatically.
I'm not sure what you mean by "server/client" software.
http://www.postcards.com FAQ:
http://www.postcards.com/FAQ/LinkSQL/