Is it possible to couple an inbuilt MySQL database with my C++ program?

  c++, database, desktop-application, mysql, wxwidgets

This may be a rookie question as I’m new to building desktop software(I only have web dev experience). Suppose I build a C++ GUI app(with something like and wxwidgets) that connects to a MySQL server on my desktop. This could be a library management system. How can I build it so that when I distribute it to other people, they wouldn’t need to install MySQL on their system, they just have to install my program and be good to go(similar to using something like SQLite). Is something like this possible? I know this can be done with a database on a cloud service but I want to have it on each user’s own PC. Can we do something like that instead of having to install a MySQL server on each user’s system?

Source: Windows Questions C++