http://rubyforge.org/projects/mysql-win, download mysql-2.7.3-mswin32.gem, This is mysql_Ruby drivers.

Command line, enter the file directory, run gem install mysql-2.7.3-mswin32.gem, can be installed successfully.

You can also download at the official website of mysql driver ruby, the web attached to the installation steps, API documentation. 

require "mysql"   
begin   
  dbh = Mysql.real_connect("localhost", "testUser", "testPassword", "testDB")
  
  dbh.query("drop table if exists test_rb") 
  dbh.query("create table test_rb(id int,name varchar(20))") 
  dbh.query("insert into test_rb values(1,'ss')") 
  dbh.query("insert into test_rb values(1,'aaa')") 
  printf "%d rows were inserted\n",dbh.affected_rows 
  
  res=dbh.query("SELECT name FROM test_rb") 
  puts "===============\n" 
  while row=res.fetch_row do 
  printf "%s,%s\n",row[0],row[1] 
  end 
  puts "================\n" 
  puts "Server version:"+dbh.get_server_info 
  rescue Mysql::Error=>e 
  puts "Error code:#{e.errno}" 
  puts "Error message:#{e.error}" 
  puts "Error SQLSTATE:#{e.sqlstate}" if e.respond_to?("sqlstate") 
  ensure 
  dbh.close if dbh 
end