[HELP] Installing Mysql Server 2008 R2

Where should I install Mysql Server 2008 R2, is it in the CentOS at Virtual Box or in my Host PC ? I dont know how to install .exe files in Centos . I downloaded a Mysql Server installer in my Host and I can't Transfer it to install at Virtual Box Centos .

SQL Server is microsoft production.
You can install it only on Windows.

So yes, that mean you need to have two OS to have working cabal private server.

// Edit
@cypher move it to right section.