http://www.rpmfind.net/linux/rpm2htm...hp?query=mysql
has several RPMs for 4.0.13 for various distributions
If you're intent on using the tarball you downloaded, then I would read the README file, then the INSTALL-BINARIES file for instructions. I've never tried to install mysql by hand before though. Be warned that if you do install it by hand, your package manager will not know you have installed it, and will not let you install any packages that requires mysql.