Use preinstalled MySQL for Windows CI

Recent hosted GH Windows runners already have MySQL preinstalled, so
there is no particular need to install it again via Chocolatey or other
means.

If we ever need to address more specific needs, we may want to have a
look at <https://github.com/ankane/setup-mysql>.

Closes GH-17561.
Closes GH-17570.

.github/actions/setup-windows/action.yml

@@ -3,10 +3,12 @@ runs:
   using: composite
   steps:
     - name: Setup MySQL
-      shell: pwsh
+      shell: cmd
       run: |
-        choco install mysql -y --no-progress --params="/port:3306"
-        mysql.exe --port=3306 --user=root --password="" -e "ALTER USER 'root'@'localhost' IDENTIFIED BY 'Password12!'; FLUSH PRIVILEGES;"
+        mysqld --initialize-insecure
+        mysqld --install
+        net start MySQL
+        mysql --port=3306 --user=root --password="" -e "ALTER USER 'root'@'localhost' IDENTIFIED BY 'Password12!'; FLUSH PRIVILEGES;"
     - name: Setup MSSQL
       shell: pwsh
       run: |