I spent the better part of the day researching this topic after finding very little help, including this forum. The process is really as simple as download a file an drop it in place. I just didn't know that when I got started!
I created a blog post and hope it will save others some time on the same question in the future.
http://www.greenvalleyconsulting.org/2014/12/22/howto-add-mysql-community-coldfusion-11/
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