I am writing a VB6 software for my boss. It got MS Access back-end.
For deployment, we are to create a software installer (Setup.exe) with a installer setup software.

Recently, my boss decided to replace MS Access with MySQL. Unlike Access, MySQL is a database server.
My question is: can we create a Setup.exe for a software with MySQL back-end ?? Can we send Setup.exe to customers to let them do their own installations (just like normal desktop softwares) ?
Or do we have to go to client sites to install the MySQL back-end for them ?