This video shows the MySQL ODBC and JDBC driver installation tasks on Windows before you can use MySQL Connector in Cloud Data Integration, Winter 2019.
To download the JDBC driver, go to: https://downloads.mysql.com/archives/c-j/
To download the ODBC driver, go to: https://downloads.mysql.com/archives/c-odbc/
For information about the installation tasks on Linux, go to: https://youtu.be/qG6kn0zwEDA