You may be in the wrong directory.
When you first open the Command Prompt (mine at least) is at C:\Windows\System32:
So you need to go to the directory your file is in, mine being C:\EQ\EQEmuServer.
Then you type your MySQL stuff (mysql -uUSERNAME -pPASSWORD) and get to your database (use peq).
Then you type your sourcing (source peqbeta.sql or whatever your file is named). No picture for this, as I don't have the file to source.