Per FAQ 15.4.6, the recommended procedure is to install from packages. There is no FLAVOR associated with databases/mysql, so there should be no requirement to build from ports.
To install mysql-server from packages:
# export PKG_PATH=ftp://<your local mirror>/pub/OpenBSD/4.5/packages/<arch>/
# pkg_add mysql-server
To install mysql-server from ports:
# cd /usr/ports/databases/mysql
# env SUBPACKAGE=-server make install
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