Axis
Hello Hitwalker--
Essentially, assuming you are on windows, you download the version for windows and install it. It is not actually installed *on* Abyss but then you can, via phpmyadmin, use MySql databases with Abyss. It is like installing perl or any other programming language or data storage interface.
I believe TrustAbyss (Andy) has a tutorial linked somewhere on this forums.
Regards,
Axis