Docker desktop is an environment to run docker containers locally: https://www.docker.com/products/docker-desktop/

Once you have docker desktop set up mysql:

docker run -p 13306:3306 --name mysql2 -eMYSQL_ROOT_PASSWORD=123456 -d mysql:latest

To get MySQL running in docker check this guide: https://hevodata.com/learn/docker-mysql/#s1

In mysql create a Schema called Db1 and in MDrivenServer set ConnectionType to MySQL and connection string to :

Server=127.0.0.1;port=13306;Database=Db1;Uid=root;Pwd=123456;