The last time I tried manually installing MySQL on a Windows machine (not using a WAMP product) was years ago, and it wasn’t this easy. The MySQL Installer for Windows makes installation a breeze.
And there’s no need for phpMyAdmin to manage your databases (unless you absolutely must do this through a web browser). MySQL Workbench is a full-blown desktop app that does the job nicely and is similar to Microsoft’s SQL Server Management Studio.
If installing MySQL on a server and you want to manage it from your desktop, just make sure you create an extra “root” user account and assign it the appropriate host access (ie. enter all or part of your LAN IP address). I don’t recommend using “%” for root, as that poses a potential security risk by allowing connections from anywhere.