$ gem install mysql -y
Select which gem to install for your platform (x86_64-linux)
 1. mysql 2.7.3 (mswin32)
 2. mysql 2.7.1 (mswin32)
 3. mysql 2.7 (ruby)
 4. mysql 2.6 (ruby)
 5. Skip this gem
 6. Cancel installation
> 3
Building native extensions.  This could take a while...
ERROR:  While executing gem ... (Gem::Installer::ExtensionBuildError)
    ERROR: Failed to build gem native extension.

ruby extconf.rb install mysql -y
extconf.rb:1:in `require': no such file to load -- mkmf (LoadError)
        from extconf.rb:1


Gem files will remain installed in /usr/lib/ruby/gems/1.8/gems/mysql-2.7 for inspection.
Results logged to /usr/lib/ruby/gems/1.8/gems/mysql-2.7/gem_make.out