Once you have extracted the Connector/MXJ and Connector/J components you can run one of the sample applications that initiates a MySQL instance. You can test the installation by running the ConnectorMXJUrlTestExample:

shell> java ConnectorMXJUrlTestExample
jdbc:mysql:mxj://localhost:3336/our_test_app?server.basedir»
    =/var/tmp/test-mxj&createDatabaseIfNotExist=true&server.initialize-user=true
[/var/tmp/test-mxj/bin/mysqld][--no-defaults][--port=3336][--socket=mysql.sock]»
    [--basedir=/var/tmp/test-mxj][--datadir=/var/tmp/test-mxj/data]»
    [--pid-file=/var/tmp/test-mxj/data/MysqldResource.pid]
[MysqldResource] launching mysqld (driver_launched_mysqld_1)
InnoDB: The first specified data file ./ibdata1 did not exist:
InnoDB: a new database to be created!
080220  9:40:20  InnoDB: Setting file ./ibdata1 size to 10 MB
InnoDB: Database physically writes the file full: wait...
080220  9:40:20  InnoDB: Log file ./ib_logfile0 did not exist: new to be created
InnoDB: Setting log file ./ib_logfile0 size to 5 MB
InnoDB: Database physically writes the file full: wait...
080220  9:40:20  InnoDB: Log file ./ib_logfile1 did not exist: new to be created
InnoDB: Setting log file ./ib_logfile1 size to 5 MB
InnoDB: Database physically writes the file full: wait...
InnoDB: Doublewrite buffer not found: creating new
InnoDB: Doublewrite buffer created
InnoDB: Creating foreign key constraint system tables
InnoDB: Foreign key constraint system tables created
080220  9:40:21  InnoDB: Started; log sequence number 0 0
080220  9:40:21 [Note] /var/tmp/test-mxj/bin/mysqld: ready for connections.
Version: '5.0.51a'  socket: 'mysql.sock'  port: 3336  MySQL Community Server (GPL)
[MysqldResource] mysqld running as process: 2238
------------------------
SELECT VERSION()
------------------------
5.0.51a
------------------------
[MysqldResource] stopping mysqld (process: 2238)
080220  9:40:27 [Note] /var/tmp/test-mxj/bin/mysqld: Normal shutdown

080220  9:40:27  InnoDB: Starting shutdown...
080220  9:40:29  InnoDB: Shutdown completed; log sequence number 0 43655
080220  9:40:29 [Note] /var/tmp/test-mxj/bin/mysqld: Shutdown complete

[MysqldResource] shutdown complete

The above output shows an instance of MySQL starting, the necessary files being created (log files, InnoDB data files) and the MySQL database entering the running state. The instance is then shutdown by Connector/MXJ before the example terminates.