If you added DBXDynalink to your uses list, deployed:
dbxconnections.ini
dbxdrivers.ini
dbexpsda40.dll
Tried everything what is described here.
Then, try also:
ConnectionName = 'MYSQLCONNECTION'
DriverName = 'MySQL'
GetDriverFunc = 'getSQLDriverMYSQL'
LibraryName = 'dbexpmda.dll'
VendorLib = 'libmysql.dll'