What's the problem with just using the library provided by the developers? If there was a faster method to communicate with the server, don't you think the client-side library would use it when possible?
See if MySQL supports any sort of bulk transmissions (typically for inserts and updates). If that's still not fast enough for you, you may need to use an embedded database like SQLite, or even BerkeleyDB.
Because I couldn't make peace with the bloody compiler today. Followed the documentation on mysql's own page and several tutorials on youtube. Whatever instructions I follow, I am left with 2 unresolved symbols that I do not know how to solve.
Error LNK2001 unresolved external symbol DnsFree
Error LNK2001 unresolved external symbol DnsQuery_A