The first idea was to have the DB (MySQL) start as part of the script that launched the tests. Google couldn't find anything good. MySQL is one of the most unintuitive things I have ever seen, so the decision was to not try to figure it out on my own.
The next thing was to install MySQL as a service. That turned out to be difficult.
I tried to install MySQL as a service:
As easy as that. The problem is IT DID NOT WORK. The service did not want to start.
After some reading it came out that the RIGHT way was to do it like that:
Why do I have to supply the mysql directory explicitly?
Why do I have to supply the my.ini directory explicitly?
Why doesn't mysqld give me an error message when I install it without the needed parameters?
Why doesn't mysqld give me an error message when I install it without the needed explicit paths?
...is beyond my inderstanding.
MySQL, you are a disgrace.
MySQL, not only are you not a real RDBMS but you can't even start without making your users' life misserable.