After installing the Connector J component, I learned that my next problem was permissions.
The symptom was that within Apache's webapps directory, the following directories were not being created when I ran PachydermInstaller-x.x.x.xx.jar and I got the error: "Error while copying MySQL JDBC Driver".
apache-tomcat-x.x.xx\webapps\pachyderm_x_x
apache-tomcat-x.x.xx\webapps\Pachydermxx
apache-tomcat-x.x.xx\webapps\resources
The Solution was to run PachydermInstaller-x.x.x.xx.jar via Command Prompt (run as admin). I also created the above directories in advance, so I am not sure if that step had any affect.
This may not be an issue on a windows server, but I was using a laptop an a testbed in this case.
I hope this helps
-Robbie