It’s easy enough to find the version of MySQL you’re using if you have command line access, but that’s not always the case.
If you do have shell access, it’s:
$ mysql -V
If the site in question is using WPEngine, though, you probably don’t have command line access. In addition, when I went hunting for the MySQL version in phpMyAdmin, I couldn’t find that anywhere, either. I just assumed it’d be displayed somewhere in the UI, but it wasn’t.
You can, however, use a query for this:
Hope that helps.