Applications for Windows can come in 32 bit or 64 bit varieties. Some come in 32 bit only, some in 64 bit only and some both. While most Windows systems now run the 64 BIT OS, a large number of Windows programs are 32 bit. Generally if there is no need for more than 2GB of memory in an application 32 bit is all that is needed and will generally take up less memory to run.
PxPlus currently only ships a 32 but version for Windows but 32 and 64 bit versions for most Linux systems.
As for installing the MySql library, how you obtain the 32 Bit DLL is really up to MySql as I do not think we can legally ship it with PxPlus as its owned by ORACLE.