I managed to install MySql 5.6 on Ubuntu 20.04 using the steps from here:
1) I downloaded the last version of MySql 5.6 that is available for Debian (and Ubuntu also)
wget https://dev.mysql.com/get/Downloads/MySQL-5.6/mysql-server_5.6.48-1debian9_amd64.deb-bundle.tar
dpkg -i mysql-server_5.6.48-1debian9_amd64.deb-bundle.tar
mysql apt update
2) I followed the steps from here:
https://askubuntu.com/a/1030987
sudo add-apt-repository 'deb http://archive.ubuntu.com/ubuntu trusty universe'
sudo apt-get update
apt-get install mysql-common-5.6 mysql-client-5.6 mysql-server-5.6
3) In order to prevent MySql to upgrade to version 8, I followed these steps:
https://askubuntu.com/a/1209971
But I replaced the MySql version with:
5.6.48-1debian9