There is no "better". Either method has its advantages and disadvantages. If you are used to using a GUI (graphical user interface), then phpMyAdmin is the way to go. If you are comfortable in the command line, and unfamiliar with phpMyAdmin, then use the command line.
Google is your friend here. But for CLI, I like
which is actually pretty good.
This page from the WordPress Codex:
is a bit dated, but it does provide you a few different ways, including CLI and phpMyAdmin.
If you are having trouble, it could be that the tutorial you are reading is for a different version of your software, so check that first if you run into problems.