First you have to download MySQL, today MySQL comes with connectors, also for .NET. Then you have to add MySql.Data.dll reference, in my case MySql.Data.dll was in C:\Program Files (x86)\MySQL\Connector NET 6.8.3\Assemblies\v4.5

Then code behind looks something like: 

public MainWindow()
{
	InitializeComponent();

	string MyConString =
	"SERVER=myserver;" +
	"DATABASE=myDb;" +
	"UID=username;" +
	"PASSWORD=pass;Convert Zero Datetime=True";

	string sql = "select * from jos_categories";

	var connection = new MySqlConnection(MyConString);
	var cmdSel = new MySqlCommand(sql, connection);
	var dt = new DataTable();
	var da = new MySqlDataAdapter(cmdSel);
	da.Fill(dt);
	dataGrid1.DataContext = dt;
}

Only thing on which you have to take care is Convert Zero Datetime=True, without that you will receive error:

Unable to convert MySQL date/time value to System.DateTime

XAML looks like

<Window x:Class="WpfApplication6.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        Title="MainWindow" Height="350" Width="525">
    <Grid>
        <DataGrid x:Name="dataGrid1" HorizontalAlignment="Left" VerticalAlignment="Top" ItemsSource="{Binding}"/>
    </Grid>
</Window>

In XAML note ItemsSource="{Binding}"