I'll try an answer, easier to format ;)
You need to realize that there is no link between Nginx and MySQL. Nginx doesn't need to know that MySQL exists and the opposite is true.
And there is a small link with Php and MySQL, but in fact, it doesn't matter if the database is on your computer or another server. Php will just take the URL of the database to connect to it. If it's on your computer or somewhere else, it will work. You could even connect to multiple different databases on different computers.
All this to say that all you need to do (related to the MySQL installation) is to install MySQL on your Windows 7 machine. If the installation worked (normally, only executing an EXE file and pressing next, next, next), you'll be able to connect to it with php. Just note the PORT where MySQL will listen (it should be displayed in the wizard installation) and also remember the username password that you'll set for connecting to your MySQL server (it should be asked throughout the installation wizard).