If you want to run SQL statement to your server with "mysql", you need to start "mysql" and enter your SQL statement at the "mysql" prompt. Here is a good tutorial exercise that shows you how to run two SQL statements with "mysql":

>cd mysqlin

>mysql -u root test

Welcome to the MySQL monitor. Commands end with ; or g.

Your MySQL connection id is 4 to server version: 5.0.24

mysql> CREATE TABLE links (name VARCHAR(80));

Query OK, 0 rows affected (0.10 sec)

mysql> INSERT INTO links VALUES ('www.GlobalGuideLine.com');

Query OK, 1 row affected (0.02 sec)

mysql> quit;

Bye