You will still need to obtain the RPM file for it, then you can use yum to install it (yum install filename.rpm) and then follow the rest of the instructions that turncoatlol mentioned. Here is a link to directories that contain the rpms (do you want 64bit or 32bit?):
Look for mysql. There are the basic files, libraries, support stuff, etc. These are the binaries. On the same site you can find the source RPMS as well.
For whatever it's worth (FWIW), Scientific Linux is a clone of Red Hat Enterprise Linux, just like (and compatible with) CentOS. You can find these on the CentOS mirror sites as well, but personally I use Scientific Linux since my wife works with the maintainers of that distribution at Fermi National Lab.