my_config.h contains lines like

#define HAVE_WCWIDTH

#define HAVE_WCTYPE

#define HAVE_ISWLOWER 1

#define HAVE_ISWUPPER 1

the first two define macros to be empty string, the last two — to 1. Conventionally they should all be defined to 1, so if another project has a configure check for, say, wcwidth and also happen to include mysql.h, the compiler will complain about macro redefinition. Like this.
We should

1. always define these HAVE_xxx macros to 1
2. it seems that some of them (e.g. HAVE_WCSCOLL) are not used anywhere, they can be removed completely.