The database needs to be set up either on a local computer, or on a server.
Install MySQL
Search for mysql community server, and download and run the installer. Choose a custom setup, and select the 64-bit MySQL server, the workbench, and the Connector/J.
Upgrading from previous version
Sometimes prior versions can cause problems. It is best to export the database, uninstall the MySQL server and other components, and restart so the services are removed.
You also want to delete the MySQL data, which is the MySQL folder under C:\ProgramData\ in Windows 7. The fodler is hidden, so you need to type it into the address line of Explorer.
If you upgraded without uninstalling, and had problems
You may need to delete services
Command Prompt, Run As Administrator, sc delete "service name".
If the service status is "Starting" then you need to kill the process.
Command Prompt, Run As Administrator, sc ??? "service name" to get PID; then taskkill /F /PID <the PID>