Ok i got it it wasnt too hard to find, basically what you do is you install XAMPP, its a wrapper for mysql for windows to run locally on a machine, heres a link: http://www.apachefriends.org/en/xampp.html
You just run the program when you need the database up.
If thats all you need then stop here.
If you need a web interface so you can modify/add/delete files on the database, you need to go a step further. You need to install an apache server on your windows, then install phpmyadmin, then you can access it via the web.
XAMPP for Mac isn't a 'wrapper' for the windows port of apache, PHP and MySQL, it's an all-in-one installer for versions of PHP, Apache and MySQL compiled for Mac OS. Mac OS 10 is UNIX at it's core, which is what PHP, MySQL and Apache were originally made to run on.
That being said, the pieces can be installed separately, but this is probably the easiest way to get the various parts installed and running.
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Former Support Guru and bukkit admin, master of the I-have-little-time-so-I-drive-by-post style.
Please don't PM me for help, PM's don't help the community at large as it's not publicly viewable.
Use pastie or pastebin for config files, I do not download them.