It's not installed by default (you can install MySQL during the install process if you choose) but the best way is to 1st find out if you have it installed.
I recommend you open up 'terminal' or whatever you use for a command prompt.
Make sure you're root and run the following commands:
rpm -qa | grep mysql
If that doesn't report that 'mysql' is installed then you just need to run one simple command to install it:
I honestly and personally recommend you use PostgreSQL over MySQL. Thats just my personal opinion.
Post back if you need more help.