What part are you finding confusing?
You should simply have to download the driver - MySQL :: Download Connector/J
Extract the jar file. Then put this jar in the CF11 install lib directory. Which on windows is C:\Coldfusion11\cfusion\lib by default.
Restart CF11 and then check its loaded up by looking at the system settings option in the CF administrator or by adding a db connection.
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For some reason, Adobe left MySQL drivers OUT of CF11 install. As haxtbh pointed out, it's a simple download, extract, place, and service restart.
I went through the same confusion when I was setting up my virtual dev network at home. It was complicated enough to put it on Ubuntu; then this.
Thank you very much. the file i downloaded was a zip file which contained multiple files. It was not clear if i should place the zip file, or the unzipped folder into the lib directory. I just placed the jar file, and everything is working fine. Appreciate the help!