The xkcd website provides a free JSON API for accessing its comic data. Visit `https://xkcd.com/info.0.json` for the latest comic or `https://xkcd.com/[comic_number]/info.0.json` for specific comics. Familiarize yourself with the JSON structure, which typically includes fields like `month`, `num`, `link`, `year`, `news`, `safe_title`, `transcript`, `alt`, `img`, `title`, and `day`.

Install MySQL on your local machine or server if it isn’t already. Use the MySQL client or a tool like MySQL Workbench to create a database. For instance, execute `CREATE DATABASE xkcd_data;` to create a new database for storing xkcd data.

Within your newly created database, define a table structure that mirrors the JSON data from xkcd. For example:
```sql
CREATE TABLE comics (
id INT PRIMARY KEY,
month VARCHAR(2),
num INT,
link VARCHAR(255),
year VARCHAR(4),
news TEXT,
safe_title VARCHAR(255),
transcript TEXT,
alt TEXT,
img VARCHAR(255),
title VARCHAR(255),
day VARCHAR(2)
);
```

Use a programming language like Python to fetch data from the xkcd API. For example, using Python:
```python
import requests

def fetch_xkcd_data(comic_number):
url = f"https://xkcd.com/{comic_number}/info.0.json"
response = requests.get(url)
if response.status_code == 200:
return response.json()
else:
raise Exception(f"Failed to fetch data for comic {comic_number}")
```

Utilize a MySQL connector library to establish a connection between your Python script and the MySQL database. For instance, using the `mysql-connector-python` library:
```python
import mysql.connector

conn = mysql.connector.connect(
host="localhost",
user="your_username",
password="your_password",
database="xkcd_data"
)
cursor = conn.cursor()
```

Parse the JSON data fetched from xkcd and insert it into your MySQL table. For example:
```python
def insert_comic_data(comic_data):
sql = """
INSERT INTO comics (id, month, num, link, year, news, safe_title, transcript, alt, img, title, day)
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
"""
values = (
comic_data['num'],
comic_data['month'],
comic_data['num'],
comic_data.get('link', ''),
comic_data['year'],
comic_data.get('news', ''),
comic_data['safe_title'],
comic_data.get('transcript', ''),
comic_data['alt'],
comic_data['img'],
comic_data['title'],
comic_data['day']
)
cursor.execute(sql, values)
conn.commit()
```

To collect data for multiple comics, iterate through the desired range of comic numbers within your script, fetching and inserting each one into the database. This can be done like so:
```python
for comic_number in range(1, 10): # Adjust range as needed
try:
comic_data = fetch_xkcd_data(comic_number)
insert_comic_data(comic_data)
print(f"Inserted data for comic {comic_number}")
except Exception as e:
print(e)
```

Follow these steps to programmatically fetch and store xkcd comic data into your MySQL database without relying on third-party connectors or integrations. Adjust the script as needed to handle exceptions and ensure robust operation.