The most basic command on SME Server would be:
mysql < /path/to/dump/file.sql
However you might run into problems for instance the database needs to be created first:
mysqladmin create database databasename
You also need to (re)configure the account which is used for the webpages to connect to your mysql services, more information is in the wiki:
http://wiki.contribs.org/MySQLAnother extensive and very good source of documentation is the MySQL manual itself, which is hosted online on the MySQL website, for your convenience:
http://dev.mysql.com/doc/refman/4.1/en/ (for the version on SME Server), and a few relevant sections in your case:
MySQLadmin:
http://dev.mysql.com/doc/refman/4.1/en/mysqladmin.htmlMySQL User account management:
http://dev.mysql.com/doc/refman/4.1/en/user-account-management.htmlFurthermore a lot about MySQL can be found by using google as well and if you do not now an answer concerning MySQL and SME Server you can always come back to these forums and ask again.
One peace of advice is to read the wiki on MySQL on SME Server as this contains some information on how you can access MySQL on SME Server, this is a bit easier than on most MySQL systems, especially for the root user.