The easiest way to set up your own MySQL instance is to pull a Docker image. You can find the official Docker configuration here: https://hub.docker.com/_/mysql
Download a Docker image version by running the following or a similar command:
docker pull mysql
then run it:
docker run -p 3306:3306 --name mysql -e MYSQL_DATABASE=gms -e MYSQL_ROOT_PASSWORD=Secret -d mysql --lower_case_table_names=1
If everything goes fine, you can see the following in your Docker client:
then try to connect to the database with your preferred DB client.