The command rails server throws this error.
C:/Ruby200/lib/ruby/gems/2.0.0/gems/mysql2-0.3.11-x86-mingw32/lib/mysql2/mysql2.rb:2:in `require\':
Copy paste from that link: https://github.com/brianmario/mysql2/issues/359. It worked for me.
If after installing the gem, you get an error:
"The specified module could not be found.
C:/Devel/Ruby200/lib/ruby/gems/2.0.0/gems/mysql2-0.3.11/lib/mysql2/mysql2.so"
That can be fixed by copying libmysql.dll to Ruby's bin folder.