Guessing you are using command line/SSH.
Refer to this article for some MySQL help.
But you should connect using
mysql -u yourdblogin -p -h yourdbdomain.yourdomain.com yourdb < /PATH/TO/SQL_FILE.sql
That should import from your sql file. Have a backup of the SQL file. I'm never certain if it's < or >, if it's the one wrong, it'll overwrite you sql file which isn't a problem if you have a backup :). Sure it's < though.