I’m surprised if you couldn’t find anything on how to connect to a MySQL datasource. Here’s Adobe’s list of settings to use in CF Administrator. The important part here is the name you give it.
Because then in your queries or stored procs, you use that name to reference the datasource:
<cfquery name="yourQuery" datasource="name of datasource"> <cfstoredproc procedure="yourProcedure" datasource="name of datasource">
Here’s more links Google showed up: