How do I open an sql database that I downloaded using the terminal?

How can I import a database with MySQL from terminal? the syntax from this thread

mysql -u username -ppassword databasename < filename.sql

my input for the file (lahman591) i placed on my root for simplicity sake

mysql> mysql -u root -p lahman591 <c:\lahman591.sql

i get an Error:

ERROR 1064 (42000) You have an error in your sql syntax.


You need to do it from your normal shell (the command is calling the mysql bin), not mysql shell.

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