If you mean MySQL, you need to download and install it on your computer
separately. See mysql.com website.
> I get the feeling that wordpress should be quite easy to use in ZPG,
> but I'm not sure what to do to get it going. I've put the WP in "c:
> \wordpress".
You can put it to any directory you want, but put correct configuration
settings accordingly.
Unfortunately I have not tested wordpress, so can not recommend anything
else.
Yes, SQLite is prebuilt and ready to go. MySQL is not.