Official installation docs for the most current version of MySQL can be found on mysql.com
for Windows
https://dev.mysql.com/doc/refman/5.5/en/windows-installation.html
for OS X
https://dev.mysql.com/doc/refman/5.5/en/osx-installation.html
for Linux
https://dev.mysql.com/doc/refman/5.5/en/linux-installation.html