Begin by obtaining access to the Zendesk Sell API. Log into your Zendesk Sell account and navigate to the API settings. Generate an API token, which will allow you to authenticate your requests and access the data.

Determine which data you need to extract from Zendesk Sell. Common data types include leads, contacts, deals, and activities. Familiarize yourself with the Zendesk Sell API documentation to understand the endpoints and the structure of the data.

Develop a script using a programming language such as Python or Node.js to make HTTP requests to the Zendesk Sell API. Use the `requests` library in Python or `axios` in Node.js to handle GET requests. Authenticate using your API token and retrieve the desired data in JSON format.

```python
import requests

API_URL = "https://api.getbase.com/v2/leads"
HEADERS = {
"Authorization": "Bearer YOUR_API_TOKEN",
"Content-Type": "application/json"
}

response = requests.get(API_URL, headers=HEADERS)
leads_data = response.json()
```

Once you have fetched the data, transform it to match the structure of your MySQL database tables. This may involve renaming fields, converting data types, or filtering for specific records. Use a data manipulation library like `pandas` in Python if needed.

Establish a connection to your MySQL database using a MySQL connector library. In Python, use `mysql-connector-python` or `PyMySQL`. Configure the connection with your database credentials, including host, user, password, and database name.

```python
import mysql.connector

mydb = mysql.connector.connect(
host="your_mysql_host",
user="your_username",
password="your_password",
database="your_database"
)
```

Write a function to iterate over the transformed data and insert it into the appropriate tables in your MySQL database. Use SQL `INSERT` statements or a library method to perform the insertion. Ensure you handle exceptions or errors that may occur during the process.

```python
mycursor = mydb.cursor()

for lead in leads_data['items']:
sql = "INSERT INTO leads (id, name, email) VALUES (%s, %s, %s)"
val = (lead['data']['id'], lead['data']['name'], lead['data']['email'])
mycursor.execute(sql, val)

mydb.commit()
```

Once your script is tested and working correctly, automate the process by scheduling it to run at regular intervals using a task scheduler like `cron` on Linux or Task Scheduler on Windows. This ensures your MySQL database is updated with the most recent data from Zendesk Sell.

---

By following these steps, you will be able to successfully transfer data from Zendesk Sell to a MySQL database without relying on any third-party connectors or integrations.