Is there an issue with RHEL and the mysql server? Do I have to install it separately?
RTFM ;-)
On a serious note, this thread should help you out:
https://www.redhat.com/archives/redhat-list/2004-March/msg01110.html
BTW this was the first result on google when I searched for "mysqld rhel" (without quotes). So I guess you should have tried googling for it first.
Regards, Siddhesh