(This workaround is no longer needed. Improvements on The Platform mean that downloading third party dlls is no longer needed.)
That message usually means that you don’t have the required version of the MySQL client installed. There are some older discussion posts with the solution:
I have tried both. The installation with an MSI and also with the state-tool via the command line.
Unfortunately, this took too much time for me, so I switched to Linux.
But what exactly is meant by a wrong MySQL client version? Is an additional program needed on Windows?
MySQL does not run on the Windows computer but on an external server.
And I had nothing more than ActivePerl installed on the computer.
While the MySQL server may be running on an external server, you still need a MySQL client library on your local machine to connect to the MySQL server. Did you have a chance to check out the response shared by @ActiveState-Support?