i am not clear about steps/configuration details about how i can embed mysql in a Java desktop application so that it(application) can be installed on any machine through a
While theoritcaly possable it would not be easy. The standard MySql distributions assume you want to set up a general purpose database server with separate from the client applications cominicating via odbc etc.
You may be better looking at the "pure java" options like HSQL or JavaDB which are designed to be embedded in a java application, and need little or no "setup".
Another possibility is Sqlite which only needs a single binary plus the sqljbbc jar file. This is again designed from scratch to be embedded inside an application and requires zero admin apart from allocating a file for the database.