>Ok, but use this method also need to download ADO.NET Driver for MySQL (Connector/NET) driver, then form vb.net compile .exe
>also need to download the driver in use to client side ?

Sorry, I don't understand the question. If you want to connect to an existing instance of MySql then you just need to download the required driver, reference it in your application and use it to create a connection.

Here's a very basic guide:

http://www.functionx.com/mysqlnet/csharp/Lesson02.htm