On linux the idea is, generally, to install such software using your distros package manager and generally not bother about installation directory like in windows. Linux root filesystem folders each have different purposes, and thus the reqd files will be split among them.
There are unconventional ways to do it the linux way somewhat. For instance some large third party softwares (games for e.g) install themselves entirely in /opt and then symlink (like shortcut) their bin into /usr/bin. Or you can just not "install" - get code, compile and then run directly, you control everything in that case..
But as i said best practise is to use the package manager whr possible. There are other advantages like automatic updates etc.
One reason you need the path in windows and not in linux is that in windows you need to create a shortcut to the exe file or navigate to the dir to invoke it. In linux you can just open terminal (or Alt + f2 in ubuntu ) and just type "mysql" and you are in business.