Can I use mySQL in my commercial windows project? Are there any license issues? Which version should I use?
Have you every try to search the official site of MySQL for license information?
-- (update) --
OK, since you are "not confirm", let me summarize in short:
"If you want to use MySQL in your commercial program, you must either make your program GPL (i.e., open source, which apparantly not your choice) or Pay Them For a Commercial License".
As per their explanation, you can use it for free but you will be obligated to release your commercial windows project under the GPL. To keep your code proprietary, you need a commercial license.
Surprisingly, since the server is not linked with your application directly, you can distribute the MySQL Community server unmodified or modified, as long as you follow the GPL terms. (in short, if you modify the server, you need to make the modified source available)
The client library is another story, however. If you are distributing your commercial project, you cannot distribute the MySQL client libraries freely along with your software if your software is not GPL-licensed or another OSI-approved open-source license.
This is called the MySQL FOSS license exemption, more can be found out about it here: http://www.mysql.com/about/legal/licensing/foss-exception/ http://www.mysql.com/about/legal/licensing/index.html
You will either need to purchase a license to distribute the mysql client libraries, use another client library (highly unlikely to happen, as there aren't many good libraries that don't wrap the official one) or make your software open-source.
(I am not exactly sure on the legality, but it might be possible to have your customers download the mysql client libraries themselves, but I think it will still constitute 'linking' against a closed source app, therefore still violating the terms. In either case, this is definitely an added hassle for a commercial app.)
It might not be an option for you, but it's worth noting that PostgreSQL is licensed under the BSD license, and sqlite3 is in public domain. Both are a bit more friendly towards linking with commercial code.