Are you writing this program for internal use (personal, interoffice, etc...)? Or are you selling this program for which you will have to create an installer? I can help you some with the first question. I have had zero experience creating installers.
One nice thing about purchased libraries is the fact you can buy libraries that do not require any DLL's, therefore no additional driver distribution/setup.
By the way, my first response was NOT a step-by-step description of what you have to do. INSTEAD, the three items in my first reply were OPTIONS, as in do one or the other. First, choose either 1.) or 2.) or 3.) as your plan of attack, then worry about the details of implementing either 1.) or 2.) or 3.)
All three options will involve throwing non-visual VCL onto your form, specifying server hostnames (or localhost if the server is on your development machine), etc...
If you are anxious to see data from your server appear in a TDBGrid, you can go ahead and download and install the MySQL ODBC connector and set up an ODBC client. You can find connectors at the following:
The above link has a link showing you step-by-step instructions ("Connector/ODBC Documentation") on how to set up an ODBC client in Winderz XP (same basic thing for Vista). The instructions ALSO include pretty screen shots.
At work I use drivers from
At home I use the ODBC connector with dbGo.
Steve.