Since your goal is to load downloaded data from the website to MySQL spatial. Then i think the most straightforward way is to download the shapefiles (.shp) from the website and load into your spatial database using OSGEO4W.
There is a data drive for shapefile data loading to MySQL in gdal ogr2ogr. More details about the drive in OSGEO4W (reputable gis toolkit set): OSGEO4W official website
Command example:
ogr2ogr –f MySQL MySQL:database_name,host=localhost,user=database_username, password=database_password path/to/shapefile -nln datatable_name -update -overwrite -lco engine=MYISAM.
More details about the command line : http://www.gdal.org/ogr2ogr.html