Go to https://dev.mysql.com/downloads/installer/ , you will find two files.
The first one is the web version which will download the required files from the internet during the installation and the second one will install the MySQL Server directly. That is why there is a dramatic difference in the size of the two files.
Download the file as per you conveniences and run it.
Wait for the installation to begin.
Once the installer opens Check the box "I accept the license terms" and click next.
Choose the Setup Type, I recommend you to go for "Server only" if you just want to install MySQL Server. You can select any type as per your needs.
You can now see the MySQL product in the Installation with a status "Ready to install" now click on "Execute"
If you get the status as "Failed" Install Visual C++ Redistributable Packages for Visual Studio 2013 and the reinstall MySQL.
Visual C++ Redistributable Packages for Visual Studio 2013 (x86 32 bit)
Visual C++ Redistributable Packages for Visual Studio 2013 (x64 64 bit)
Visual C++ Redistributable Packages for Visual Studio 2013 (arm)
Click "Next" for Product Configuration.
I recommend you to go for "Standalone MySQL Server" and click "Next"
Keep the default settings as it is and press "Next"
Set root password as "root123", if you want you can also set the password you desire and click "Next".
You need to set "Windows Service Name", I recommend you to leave the default name as it is and proceed further by clicking "Next".
In Plugins and Extension do not Enable X Protocol, Leave the Default as it is and click "Next".
To Apply the Configuration click "Execute".
If everything goes well, the configuration will complete and then click "Finish".
You have now successfully completed the installation procedure of MySQL.
To run your MySQL Server go to "Start" on your taskbar, you will find a command prompt icon with the name "MySQL 5.7 Command Line Client" double click on it.
A black screen window will open, that is nothing but the command promt window and it will ask you to "Enter password:". Enter the password what you set while installation (root123) and press "Enter".
Congratulations! You are now into the MySQL Server and ready to execute the queries you want.