Hello Ueli.
Are you installing MySQL Visual Studio Plugin?
You will need it, to be able to connect to a MySQL server in the "Server Explorer" pane:
http://www.mysql.com/why-mysql/windows/visualstudio/
Or if you are looking for the MySQL Connector/Net assembly to add a reference to your project you can find it as follow:
1- On "Solution Explorer" pane: right click on "References" > "Add Reference"
2- Then at the left of the dialog window click on "Assemblies" > "Extensions" and look for MySQL.Data, maybe you will see many assemblies but this is because of the different versions for .Net framework (2.0, 4.0, 4.5, etc).
Please let us know any comment or problem that you still have.
Thanks for your time.
*** My opinions do not necessarily reflect the opinions of my employeer ***
MySql Windows Experience Team