I had MYSQL running under windows, on the same box
Put MySQLConnect on I'm sure it will tell you if owts missing.
You might want to test your connectivity with something simple like an ODBC driver make sure you all the authorisations and permissons set up, ports opened and such like befiore you start writing loads of code and nor knowing wherther it should work.
The key bit is Fedora and XP don't matter as such. What matters is a mysqlclient being able to talk to a mysql server. I've done Vax Fiotran/C++ library talking to MYSQL4 on Mandrake 8 (now Mandriva) linux before now. so this should be a piece of p1ss