I have installed http://www.apachefriends.org/en/xampp-windows.html ..WAMPP, well Mysql may used by the CF Server 9 developer, although my book use Apache Derby embedded to cf server?
I installed in default directory c:/xampp/ , well how run MySQL (command line) Monitor? This to create a db, tables and, import data in files.txt...to database? better use PHPMyAdmin instead?