MySQL Federated Engine: the missing manual

If you have used the MySQL Federated engine, you may share my opinion that it's perhaps the most amazing feature introduced in recent versions, far more interesting and promising than other more advertised ones.
If you have used it, though, you must have noticed how skinny is the official manual. There are countless questions popping from your head while testing this feature, and no answers in sight.

Well, take heart! The missing manual for the Federated Engine was just released. As any missing manual, it is not an official document, but just a collection of many practical things I found out in my daily usage. There must be much more to find and to try, but for now, enjoy this article as the first step toward being productive with the Federated engine.

Errata: you can safely ignore the lines mentioning foreground in the color codes table. The producer has not rendered it the way it should have been. It will be hopefully fixed soon.
(fixed)