There is might have problem looking for mysql_config. What confuse about Linux is that seem every softwares have their own preferred location to store their library and etc. So it becomes difficult to find the location of the things you are looking for.
First for mysql_config. I tried to find it
$sudo find / -name mysql_config
So, I can’t find it. Then, install libmysqlclient-dev. The mysql_config will be smoothly install and found.
$sudo apt-get install libmysqlclient-dev