c++ Express Database Connection?

I've been writing Java for years and most recently (2004) started working with C#. Now I'm trying to do some work in C++ but I'm having issues with where things are located...

In C# if I need access to a database I click 'add reference' and locate a library for database connectivity.
in C++ Express I click 'add reference' there's 6 different database libraries.

My local machine has MySQL but my dev server (separate box) has SQL Server on it. I have no 'project' I need to get done for clients using C++, I"m just trying to get an understanding of it so I can start looking at other projects. I downloaded and installed a MySQL connector for windows (precompiled, with installer) and ran it. That placed the DLL files in:
C:\Program Files\MySQLDriverCS\dll

I then added a reference to MySQLDriverCS by clicking project->properties->add reference (properties was the properties of the project name)

but when I build project i still get:
stdafx.h(11) : fatal error C1083: Cannot open include file: 'mysql.h': No such file or directory

I've been googling around for 4 days now, including searching this forum (always my first choice) but when I search 'c++ Express database connection' (or varying types of that) I get results for c++ with sqlserver express (rather than an 'express IDE').

help! this isn't a code thing, it's more of a configuration thing for the project setup.