If you want the MySQL J-Connector driver to be available to all your Java applications then you should copy the "jar" to "$JRE_HOME/lib/ext", If you have a JDK installed then the location would be "$JDK_HOME/jre/lib/ext".
After that you will need to restart tomcat for it to be able to find the J-Connector.
Alternatively if you do not want the J-Connector to be available to all your Java programs, you could simply copy it to the "WEB-INF/lib" folder of your web application inside tomcat.
Lastly just for your info, like all Java libraries if you want to use the J-Connector inside your Java programs, it(the MySQL J Connector jar file) should be available in your CLASSPATH variable, you do not install it like you install software on windows.
stephen84s
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