mysql2 can be tricky to install. We JUST got a dev box working with Ruby 2.0.0p247, Windows 64bit and mysql 0.3.13. Here are some suggestions:
Make sure you have the latest DevKit installed (http://rubyinstaller.org/downloads/). On the right column of the page, it tells you which version of the DevKit you'll need for your particular version of Ruby. We've found it was easiest to install it to C:\DevKit
Now try and run the gem install mysql2 ... command you listed in your question. Alternatively, for 32bit installs we do:
subst X: "C:\Program Files (x86)\MySQL\MySQL Server 5.6"
gem install mysql2 -v=0.3.13 --platform=ruby -- --with-mysql-include=X:\include --with-mysql-lib=X:\lib
subst X: /d
The subst command creates a virtual drive and helps with the spaces in the path name.
- Copy the C:\Program Files (x86)\MySQL\MySQL Server 5.6\lib\libmysql.dll to your Ruby bin directory. You should be off and running if you're working with 32bit.
64bit users however will likely run into another bug once they get mysql2 to build. The above steps will appear to work, but when they actually go to use the mysql2 gem to do something useful, like run rake db:create, they get a segmentation fault. More info and a fix for the issue can be found at https://github.com/brianmario/mysql2/issues/372, https://bugs.ruby-lang.org/issues/8591, https://groups.google.com/forum/#!topic/rubyinstaller/uTNffOt6Yqo
Long story short, a compatible mysql connector c needs to be used instead of the MySQL server directory. A helpful user provided the right connector c and it can be downloaded here (https://www.copy.com/s/CHZ4eT4us6f1/mysql-connector-c-noinstall-6.0.2-winx64.zip). Extract that zip file, and point your gem install mysql2 ... command to the appropriate directories and 64bit happiness will follow. (Don't forget to grab the libmysql.dll from the downloaded connector c folder and place it in your ruby bin directory).