First you need to create a database in mysql. Open winmysqladmin and click on the 'database' tab. Right click in the area and tell it to create a database, i usually name it eq so its easier. Then open mysql.exe. Type in: use eq (or your database name you just created). Then type: source db.sql - alot of lines will zoom by, that is normal
When it gets done you can close it.
Hope this helps, been a month or 2 since I have messed with a database seeing as i uninstalled everything, heh :p