I attempted to setup MySQL Server in my Windows 10 x64 box. From web I downloaded the archive version of the server , and extracted it using the native zip handling tool that comes with windows. Well when I ran mysqld.exe it started and terminated with the following error. i.e "<install path>\share\errmsg.sys" doesn't exist", and when I inspected it turns out to be true. The folder has some library that is needed to run the server and it doesn't exist so which the server terminated. Initially, I thought it to be a distribution error, but to try our few more things I looked into the zip file I downloaded and checked the md5 which turns out to be correct. Then I used 7z utility to look into the archive and for my surprise the folder does exist.
Then I extracted the same archive using 7z and it worked.
Have a good time :-)