If this is for Slackware, then yes there is a package included on the install disk. After you install that, the most important thing is to run mysql_install_db as user mysql. In other words, use these two commands:
Then to be sure it starts when you boot up, add these lines to /etc/rc.d/rc.local:
echo Starting MySQL server:
safe_mysqld --user=mysql &
Now, you can either reboot or just type 'safe_mysqld --user=mysql &' at a command prompt, and MySQL should be ready to go.
The best way to go from there is to read the tutorial that's in the MySQL manual (chap. 3), available from:
If this is for FreeBSD, I haven't a clue.