Command line question MySQL

[warlockz]

GRANT ALL PRIVILEGES ON *.* to '%'@localhost IDENTIFIED BY '%';

I'm no programmer by any sort, I'm mearly curious if I can host my own server, and try and teach myself how to manipulate it. perhaps I may even get good at it, novice by your standards i'm sure but can't hurt to try,

my question is where should the username and pass work for the command line be put, I saw a post on it but I can't seem to locate it so I can enter the command line correctly,

post an example of this command line if you would so I can better understand what the command line needs to work correctly

thanks