In the MySQL interactive client you can type:
source yourfile.sql
Alternatively you can pipe the data into mysql from the command line:
mysql < yourfile.sql
If the file doesn't specify a database then you will also need to add that:
mysql db_name < yourfile.sql
See the documentation for more details:
If you have password for your dB then
mysql -u <username> -p <DBName> < yourfile.sql
Source: Stackoverflow.com