Begin by familiarizing yourself with the Facebook Marketing API documentation. This API allows you to programmatically retrieve data from your Facebook ad accounts, such as ad performance metrics, audience insights, and more. Ensure you have a Facebook Developer account and the necessary permissions to access this data.

Create a Facebook App in the Facebook Developer portal. This app will be used to authenticate your API requests. Generate an Access Token for the app, which requires appropriate permissions (e.g., `ads_read`) to access the data. Keep this token secure as it will be used to authenticate your API calls.

Identify the specific data you need to extract from the Facebook Marketing API. This could include campaign names, impressions, clicks, conversions, etc. Decide on the data metrics and dimensions relevant to your analysis and reporting needs.

Develop a script using a programming language like Python. Use the Access Token to authenticate your API requests to Facebook’s Marketing API. Construct the API calls to fetch the desired data. Ensure you handle pagination and rate limits as Facebook's API may return large datasets in chunks.

Example Python snippet:
```python
import requests

access_token = 'YOUR_ACCESS_TOKEN'
url = 'https://graph.facebook.com/v14.0/act_{ad_account_id}/insights'
parameters = {
'access_token': access_token,
'fields': 'campaign_name,impressions,clicks,spend',
'level': 'campaign'
}

response = requests.get(url, params=parameters)
data = response.json()
```

Once the data is fetched, process it to ensure it is clean and structured correctly. Handle any missing values, data types, or transformations needed to fit the schema of your MySQL database. This might involve converting data types or restructuring nested JSON responses.

Ensure your MySQL database is set up and accessible. Define the schema for storing the Facebook Marketing data. Create tables with appropriate columns and data types that match the structure of the data you’re importing.

Example SQL command:
```sql
CREATE TABLE facebook_insights (
campaign_name VARCHAR(255),
impressions INT,
clicks INT,
spend DECIMAL(10, 2),
PRIMARY KEY (campaign_name)
);
```

Use a database driver like `mysql-connector-python` to connect to your MySQL database from your script. Insert the processed data into the appropriate tables. Make sure to handle any potential errors or exceptions, such as duplicate entries or connection issues.

Example Python snippet for inserting data:
```python
import mysql.connector

connection = mysql.connector.connect(
host='YOUR_MYSQL_HOST',
user='YOUR_USERNAME',
password='YOUR_PASSWORD',
database='YOUR_DATABASE'
)

cursor = connection.cursor()
for entry in data['data']:
sql = "INSERT INTO facebook_insights (campaign_name, impressions, clicks, spend) VALUES (%s, %s, %s, %s)"
cursor.execute(sql, (entry['campaign_name'], entry['impressions'], entry['clicks'], entry['spend']))

connection.commit()
cursor.close()
connection.close()
```

By following these steps, you can effectively transfer data from Facebook Marketing to a MySQL database without relying on third-party connectors or integrations.