How to transform a MSSQL CTE query to MySQL?

Unfortunately MySQL doesn't support CTE (Common Table Expressions). This is long overdue IMO. Often, you can just use a subquery instead, but this particular CTE is recursive: it refers to itself inside the query. Recursive CTE's are extremely useful for hierarchical data, but again: MySql doesn't support them at all. You have to implement a stored procedure to get the same results.

A previous answer of mine should provide a good starting point:

Generating Depth based tree from Hierarchical Data in MySQL (no CTEs)

Thankfully it's not necessary anymore, as MySQL starting from 8.0.1 supports CTE.