Question: If so where can I find the installation?

Answer: 
It's not installed by default in Mac OS X 10.5. You can install it via a package manager like MacPorts, or from the package on the [MySQL web site](http://dev.mysql.com/doc/refman/5.0/en/mac-os-x-installation.html).
I do not believe it is. The easiest thing to do is to download it from [here](http://dev.mysql.com/downloads/mysql/5.1.html#macosx-dmg) (mysql.com) I install both it and the startup item included in the package.